Data through close

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

As of close · rank #1715 by open interest · snapshot page

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OLED's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 62.66, net GEX is 2,547,907, its put/call open-interest ratio is 0.24. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
80.37
prev 77.39
Gamma max
83.61
+4.0% from close
Delta neutral
72.07
-10.3% from close
Gamma neutral
62.66
-22.0% from close
Open interest
16,460
+0.5% vs prev
Contracts listed
120
78 calls · 49 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
80.00
-0.5% from close
2026-10-16
GEX flip
62.66
-22.0% from close
Net GEX
2,547,907
15,479,389 per 100k OI
Call wall
80.00
-0.5% from close
Put wall
70.00
-12.9% from close
Put/call OI
0.24
3,237 puts / 13,223 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
4.6
within trailing 52-week range
Front / back ATM IV
+53.4% / +53.2%
0.2 pp front premium
Expected move
+10.5%
14 DTE · one standard deviation
ATM straddle / spot
+8.0%
front-window midpoint premium
25Δ risk reversal
1.0 pp
put IV minus call IV
IV butterfly
-8.9 pp
front-window smile convexity
Volume / open interest
0.01
130 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.189
opposite-side scenario
Vanna / 100k OI
2,412
volatility-sensitive delta
Charm / 100k OI
-3,713,354
time-decay-sensitive delta
IV surface range
41.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OLED closed 4.0% below its gamma max of 83.61. It is 10.3% above the delta neutral price of 72.07. Total open interest is 16,460, +0.5% 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

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Neighbours by open interest

← AMR (#1714) AER (#1716) →

Questions people ask about OLED

Where is OLED's gamma max today?

As of Oct 2, 2026, the gamma max for OLED is 83.61, +4.0% from the 80.37 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 OLED above or below its delta neutral price?

OLED closed above delta neutral: 80.37 against a delta neutral price of 72.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OLED have?

16,460 contracts of open interest across 120 listed contracts on Oct 2, 2026, +0.5% 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.