Data through close

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

As of close · rank #940 by open interest · snapshot page

LTH's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 62.20, net GEX is -10,140,148, its put/call open-interest ratio is 6.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.99
prev 40.36
Gamma max
66.48
+62.2% from close
Delta neutral
51.05
+24.5% from close
Gamma neutral
62.20
+51.7% from close
Open interest
55,194
+6.5% vs prev
Contracts listed
45
34 calls · 24 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
45.00
+9.8% from close
2026-10-16
GEX flip
62.20
+51.7% from close
Net GEX
-10,140,148
-18,371,831 per 100k OI
Call wall
45.00
+9.8% from close
Put wall
45.00
+9.8% from close
Put/call OI
6.38
47,714 puts / 7,480 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
51.1
within trailing 52-week range
Front / back ATM IV
+54.5% / +47.5%
7.0 pp front premium
Expected move
+10.7%
14 DTE · one standard deviation
ATM straddle / spot
+8.4%
front-window midpoint premium
25Δ risk reversal
-10.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.21
11,549 contracts traded
Normalized net delta
-0.527
option-holder convention
Modeled dealer delta
0.526
opposite-side scenario
Vanna / 100k OI
-1,056
volatility-sensitive delta
Charm / 100k OI
7,704,490
time-decay-sensitive delta
IV surface range
54.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LTH closed 62.2% below its gamma max of 66.48. It is 24.5% below the delta neutral price of 51.05. Total open interest is 55,194, +6.5% 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

Neighbours by open interest

Questions people ask about LTH

Where is LTH's gamma max today?

As of Oct 2, 2026, the gamma max for LTH is 66.48, +62.2% from the 40.99 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 LTH above or below its delta neutral price?

LTH closed below delta neutral: 40.99 against a delta neutral price of 51.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LTH have?

55,194 contracts of open interest across 45 listed contracts on Oct 2, 2026, +6.5% 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.