LUNR max pain, gamma exposure (GEX) & options open interest
As of close · rank #343 by open interest · 583 sessions of history since Feb 23, 2024
LUNR's nearest-expiration max pain is 15.00 for 2026-10-09, its GEX flip is 13.33, net GEX is 2,493,997, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: smile convexity -26.3 pp · 7d expected move +10.7% · volume/OI 0.08
LUNR closed 19.7% below its gamma max of 17.61. It is 0.9% above the delta neutral price of 14.57. Total open interest is 252,609, -10.3% versus the previous session. Its options catalyst-intensity score is 54.1 out of 100, led by smile convexity -26.3 pp, 7d expected move +10.7%, volume/OI 0.08. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -14,139 contracts · -8.1% |
| Put OI change, 1 session | -14,889 contracts · -13.8% |
| Call minus put OI growth, 1 session | +5.7 pp |
| Call OI change, 5 sessions | +1,057 contracts · +0.7% |
| Put OI change, 5 sessions | -5,643 contracts · -5.7% |
| Call minus put OI growth, 5 sessions | +6.4 pp |
| Daily call OI change surprise | -0.99σ (252 prior changes) |
| Daily put OI change surprise | -1.75σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.56σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 40 completed Day +10 paths · latest Aug 18, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 40 | -2.1% | -5.7% to +0.5% | 30% | -4.1% to -0.2% | -0.2% |
| Day +2 | 40 | +0.3% | -7.7% to +3.2% | 53% | -3.7% to +2.1% | 0.0% |
| Day +3 | 40 | -0.7% | -6.9% to +7.6% | 50% | -5.1% to +3.3% | 0.0% |
| Day +4 | 40 | -0.2% | -8.0% to +4.1% | 50% | -4.0% to +2.8% | 0.0% |
| Day +5 | 40 | -0.4% | -11.3% to +8.9% | 50% | -6.6% to +4.9% | 0.0% |
| Day +6 | 40 | +1.5% | -10.1% to +8.6% | 53% | -4.6% to +5.0% | 0.0% |
| Day +7 | 40 | -3.3% | -12.2% to +8.3% | 43% | -5.6% to +3.6% | 0.0% |
| Day +8 | 40 | -2.0% | -11.0% to +17.5% | 45% | -9.0% to +6.7% | 0.0% |
| Day +9 | 40 | +1.7% | -11.6% to +18.6% | 53% | -8.4% to +9.0% | 0.0% |
| Day +10 | 40 | +1.1% | -14.7% to +20.0% | 53% | -9.0% to +7.7% | 0.0% |
Crosses above gamma max 37 completed Day +10 paths · latest Aug 17, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | -1.0% | -4.5% to +2.3% | 46% | -3.1% to +1.8% | 0.0% |
| Day +2 | 37 | -1.9% | -8.0% to +4.5% | 41% | -3.6% to +0.9% | 0.0% |
| Day +3 | 37 | -2.3% | -7.9% to +5.1% | 43% | -5.3% to +0.6% | 0.0% |
| Day +4 | 37 | +0.6% | -9.0% to +9.8% | 54% | -7.2% to +5.4% | 0.0% |
| Day +5 | 37 | +0.2% | -12.5% to +7.5% | 51% | -5.6% to +3.2% | 0.0% |
| Day +6 | 37 | +2.3% | -9.0% to +15.0% | 59% | -4.0% to +7.4% | 0.0% |
| Day +7 | 37 | +3.9% | -4.0% to +17.4% | 57% | -1.3% to +7.9% | 0.0% |
| Day +8 | 37 | -0.5% | -8.4% to +16.3% | 46% | -4.1% to +9.0% | 0.0% |
| Day +9 | 37 | +5.7% | -9.7% to +14.8% | 57% | -6.7% to +12.9% | 0.0% |
| Day +10 | 37 | +2.1% | -11.3% to +18.3% | 57% | -8.3% to +7.6% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 29 |
| Delta neutral crosses | 10 |
| Prior-year sessions closer to gamma max | 69.4% of 252 |
| Prior-year sessions closer to delta neutral | 2.8% of 252 |
| Open interest percentile (1y) | 36th |
| Daily open interest change versus prior year | -1.31σ (-29,028 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -1.8% |
| Open interest change, 21 sessions | -20.2% |
| History available | Feb 23, 2024 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 14.71 vs 14.57 (+0.9%)
- closed below delta neutral at 14.24 vs 14.48 (-1.7%)
- closed above delta neutral at 15.72 vs 15.31 (+2.6%)
- closed below delta neutral at 16.60 vs 16.67 (-0.4%)
- closed below gamma max at 19.31 vs 20.37 (-5.5%)
- closed above gamma max at 20.38 vs 20.20 (+0.9%)
- closed above delta neutral at 13.96 vs 13.88 (+0.6%)
- closed below delta neutral at 18.89 vs 19.42 (-2.8%)
- closed above delta neutral at 19.82 vs 19.54 (+1.4%)
- closed below delta neutral at 20.94 vs 21.16 (-1.0%)
In today's screens
Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/LUNR
Questions people ask about LUNR
Where is LUNR's gamma max today?
As of Oct 2, 2026, the gamma max for LUNR is 17.61, +19.7% from the 14.71 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 LUNR above or below its delta neutral price?
LUNR closed above delta neutral: 14.71 against a delta neutral price of 14.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LUNR have?
252,609 contracts of open interest across 518 listed contracts on Oct 2, 2026, -10.3% 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.