Data through close

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

As of close · rank #1342 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PALL's nearest-expiration max pain is 24.00 for 2026-10-16, net GEX is 282,621, its put/call open-interest ratio is 0.76. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
21.25
prev 21.47
Gamma max
25.94
+22.1% from close
Delta neutral
21.15
-0.5% from close
Gamma neutral
21.25
0.0% from close
Open interest
27,621
+4.4% vs prev
Contracts listed
200
129 calls · 88 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
24.00
+12.9% from close
2026-10-16
GEX flip
–
Net GEX
282,621
1,023,209 per 100k OI
Call wall
22.00
+3.5% from close
Put wall
22.00
+3.5% from close
Put/call OI
0.76
11,948 puts / 15,673 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
16.0
within trailing 52-week range
Front / back ATM IV
+33.0% / +35.7%
-2.7 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
25.8 pp
put IV minus call IV
IV butterfly
16.6 pp
front-window smile convexity
Volume / open interest
0.04
1,173 contracts traded
Normalized net delta
0.029
option-holder convention
Modeled dealer delta
-0.029
opposite-side scenario
Vanna / 100k OI
2,672
volatility-sensitive delta
Charm / 100k OI
87,557
time-decay-sensitive delta
IV surface range
166.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PALL closed 22.1% below its gamma max of 25.94. It is 0.5% above the delta neutral price of 21.15. Total open interest is 27,621, +4.4% 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

← TBT (#1341) DBX (#1343) →

Questions people ask about PALL

Where is PALL's gamma max today?

As of Oct 2, 2026, the gamma max for PALL is 25.94, +22.1% from the 21.25 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 PALL above or below its delta neutral price?

PALL closed above delta neutral: 21.25 against a delta neutral price of 21.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PALL have?

27,621 contracts of open interest across 200 listed contracts on Oct 2, 2026, +4.4% 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.