Data through close

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

As of close · rank #3739 by open interest · snapshot page

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NWPX's nearest-expiration max pain is 105.00 for 2026-10-16, its GEX flip is 51.06, net GEX is 219,216, its put/call open-interest ratio is 0.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
105.99
prev 104.77
Gamma max
104.10
-1.8% from close
Delta neutral
77.43
-26.9% from close
Gamma neutral
51.06
-51.8% from close
Open interest
921
0.0% vs prev
Contracts listed
40
30 calls · 14 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
105.00
-0.9% from close
2026-10-16
GEX flip
51.06
-51.8% from close
Net GEX
219,216
23,801,914 per 100k OI
Call wall
105.00
-0.9% from close
Put wall
130.00
+22.7% from close
Put/call OI
0.04
35 puts / 886 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
12.4
within trailing 52-week range
Front / back ATM IV
+46.7% / +42.9%
3.8 pp front premium
Expected move
+9.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-0.9 pp
front-window smile convexity
Volume / open interest
0.01
12 contracts traded
Normalized net delta
0.358
option-holder convention
Modeled dealer delta
-0.358
opposite-side scenario
Vanna / 100k OI
1,954
volatility-sensitive delta
Charm / 100k OI
-6,591,531
time-decay-sensitive delta
IV surface range
11.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NWPX closed 1.8% above its gamma max of 104.10. It is 26.9% above the delta neutral price of 77.43. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 921, 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

Neighbours by open interest

← LEA (#3738) BCI (#3740) →

Questions people ask about NWPX

Where is NWPX's gamma max today?

As of Oct 2, 2026, the gamma max for NWPX is 104.10, -1.8% from the 105.99 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 NWPX above or below its delta neutral price?

NWPX closed above delta neutral: 105.99 against a delta neutral price of 77.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NWPX have?

921 contracts of open interest across 40 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.