Data through close

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

As of close · rank #1229 by open interest · snapshot page

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LYG's nearest-expiration max pain is 6.00 for 2026-10-16, its GEX flip is 4.88, net GEX is 7,043,073, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.50
prev 5.42
Gamma max
5.94
+8.1% from close
Delta neutral
5.27
-4.2% from close
Gamma neutral
4.88
-11.2% from close
Open interest
32,968
+0.0% vs prev
Contracts listed
28
24 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
6.00
+9.1% from close
2026-10-16
GEX flip
4.88
-11.2% from close
Net GEX
7,043,073
21,363,360 per 100k OI
Call wall
6.00
+9.1% from close
Put wall
5.00
-9.1% from close
Put/call OI
0.18
5,080 puts / 27,888 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
27.2
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-8.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
56 contracts traded
Normalized net delta
0.077
option-holder convention
Modeled dealer delta
-0.077
opposite-side scenario
Vanna / 100k OI
3,033
volatility-sensitive delta
Charm / 100k OI
83,536
time-decay-sensitive delta
IV surface range
175.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LYG closed 8.1% below its gamma max of 5.94. It is 4.2% above the delta neutral price of 5.27. Total open interest is 32,968, +0.0% 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

← CNR (#1228) LAR (#1230) →

Questions people ask about LYG

Where is LYG's gamma max today?

As of Oct 2, 2026, the gamma max for LYG is 5.94, +8.1% from the 5.50 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 LYG above or below its delta neutral price?

LYG closed above delta neutral: 5.50 against a delta neutral price of 5.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LYG have?

32,968 contracts of open interest across 28 listed contracts on Oct 2, 2026, +0.0% 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.