Data through close

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

As of close · rank #2979 by open interest · snapshot page

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OTLY's nearest-expiration max pain is 11.00 for 2026-10-16, its GEX flip is 11.08, net GEX is -7,408, its put/call open-interest ratio is 1.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.55
prev 10.43
Gamma max
15.98
+51.4% from close
Delta neutral
10.89
+3.2% from close
Gamma neutral
11.08
+5.0% from close
Open interest
2,773
+1.4% vs prev
Contracts listed
77
48 calls · 33 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
11.00
+4.3% from close
2026-10-16
GEX flip
11.08
+5.0% from close
Net GEX
-7,408
-267,136 per 100k OI
Call wall
12.00
+13.7% from close
Put wall
10.00
-5.2% from close
Put/call OI
1.27
1,552 puts / 1,221 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
38.4
within trailing 52-week range
Front / back ATM IV
+107.5% / +119.6%
-12.1 pp front premium
Expected move
+21.1%
14 DTE · one standard deviation
ATM straddle / spot
+30.3%
front-window midpoint premium
25Δ risk reversal
151.6 pp
put IV minus call IV
IV butterfly
-2.5 pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
-0.021
option-holder convention
Modeled dealer delta
0.021
opposite-side scenario
Vanna / 100k OI
4,616
volatility-sensitive delta
Charm / 100k OI
-400,974
time-decay-sensitive delta
IV surface range
71.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OTLY closed 51.4% below its gamma max of 15.98. It is 3.2% below the delta neutral price of 10.89. Total open interest is 2,773, +1.4% 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

← NBP (#2978) BKE (#2980) →

Questions people ask about OTLY

Where is OTLY's gamma max today?

As of Oct 2, 2026, the gamma max for OTLY is 15.98, +51.4% from the 10.55 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 OTLY above or below its delta neutral price?

OTLY closed below delta neutral: 10.55 against a delta neutral price of 10.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OTLY have?

2,773 contracts of open interest across 77 listed contracts on Oct 2, 2026, +1.4% 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.