Data through close

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

As of close · rank #953 by open interest · snapshot page

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ORLY's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 84.90, net GEX is -1,221, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.90
prev 85.03
Gamma max
93.85
+10.5% from close
Delta neutral
84.59
-0.4% from close
Gamma neutral
84.90
+0.0% from close
Open interest
53,947
-0.1% vs prev
Contracts listed
230
151 calls · 101 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
85.00
+0.1% from close
2026-10-16
GEX flip
84.90
+0.0% from close
Net GEX
-1,221
-2,264 per 100k OI
Call wall
90.00
+6.0% from close
Put wall
85.00
+0.1% from close
Put/call OI
0.49
17,821 puts / 36,126 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
4.3
within trailing 52-week range
Front / back ATM IV
+25.8% / +31.2%
-5.4 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
40.6 pp
put IV minus call IV
IV butterfly
0.5 pp
front-window smile convexity
Volume / open interest
0.01
478 contracts traded
Normalized net delta
0.033
option-holder convention
Modeled dealer delta
-0.033
opposite-side scenario
Vanna / 100k OI
3,407
volatility-sensitive delta
Charm / 100k OI
430,563
time-decay-sensitive delta
IV surface range
41.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ORLY closed 10.5% below its gamma max of 93.85. It is 0.4% above the delta neutral price of 84.59. Total open interest is 53,947, -0.1% 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

← PGR (#952) AGIO (#954) →

Questions people ask about ORLY

Where is ORLY's gamma max today?

As of Oct 2, 2026, the gamma max for ORLY is 93.85, +10.5% from the 84.90 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 ORLY above or below its delta neutral price?

ORLY closed above delta neutral: 84.90 against a delta neutral price of 84.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ORLY have?

53,947 contracts of open interest across 230 listed contracts on Oct 2, 2026, -0.1% 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.