Data through close

LTCC max pain, gamma exposure (GEX) & options open interest

As of close · rank #2828 by open interest · snapshot page

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LTCC's nearest-expiration max pain is 14.00 for 2026-10-16, its GEX flip is 9.92, net GEX is 391,172, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.71
prev 16.60
Gamma max
16.99
+1.7% from close
Delta neutral
11.91
-28.7% from close
Gamma neutral
9.92
-40.6% from close
Open interest
3,404
+0.4% vs prev
Contracts listed
59
49 calls · 20 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
14.00
-16.2% from close
2026-10-16
GEX flip
9.92
-40.6% from close
Net GEX
391,172
11,491,534 per 100k OI
Call wall
19.00
+13.7% from close
Put wall
11.00
-34.2% from close
Put/call OI
0.16
462 puts / 2,942 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
42.7
within trailing 52-week range
Front / back ATM IV
+67.3% / +47.0%
20.3 pp front premium
Expected move
+13.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
100.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
265 contracts traded
Normalized net delta
0.309
option-holder convention
Modeled dealer delta
-0.292
opposite-side scenario
Vanna / 100k OI
3,496
volatility-sensitive delta
Charm / 100k OI
-1,207,638
time-decay-sensitive delta
IV surface range
136.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LTCC closed 1.7% below its gamma max of 16.99. It is 28.7% above the delta neutral price of 11.91. Total open interest is 3,404, +0.4% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← CNNE (#2827) EMBC (#2829) →

Questions people ask about LTCC

Where is LTCC's gamma max today?

As of Oct 2, 2026, the gamma max for LTCC is 16.99, +1.7% from the 16.71 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is LTCC above or below its delta neutral price?

LTCC closed above delta neutral: 16.71 against a delta neutral price of 11.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LTCC have?

3,404 contracts of open interest across 59 listed contracts on Oct 2, 2026, +0.4% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.