Data through close

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

As of close · rank #1741 by open interest · snapshot page

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PARR's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 47.60, net GEX is 917,312, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.00
prev 86.21
Gamma max
89.37
+6.4% from close
Delta neutral
65.48
-22.0% from close
Gamma neutral
47.60
-43.3% from close
Open interest
15,844
+0.6% vs prev
Contracts listed
154
114 calls · 83 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
50.00
-40.5% from close
2026-10-16
GEX flip
47.60
-43.3% from close
Net GEX
917,312
5,789,647 per 100k OI
Call wall
100.00
+19.0% from close
Put wall
80.00
-4.8% from close
Put/call OI
0.21
2,736 puts / 13,108 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
77.6
within trailing 52-week range
Front / back ATM IV
+59.1% / +65.1%
-6.0 pp front premium
Expected move
+11.6%
14 DTE · one standard deviation
ATM straddle / spot
+8.6%
front-window midpoint premium
25Δ risk reversal
-8.6 pp
put IV minus call IV
IV butterfly
23.1 pp
front-window smile convexity
Volume / open interest
0.02
260 contracts traded
Normalized net delta
0.490
option-holder convention
Modeled dealer delta
-0.490
opposite-side scenario
Vanna / 100k OI
-341
volatility-sensitive delta
Charm / 100k OI
-9,971,226
time-decay-sensitive delta
IV surface range
62.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PARR closed 6.4% below its gamma max of 89.37. It is 22.0% above the delta neutral price of 65.48. Total open interest is 15,844, +0.6% 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

← AME (#1740) GEL (#1742) →

Questions people ask about PARR

Where is PARR's gamma max today?

As of Oct 2, 2026, the gamma max for PARR is 89.37, +6.4% from the 84.00 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 PARR above or below its delta neutral price?

PARR closed above delta neutral: 84.00 against a delta neutral price of 65.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PARR have?

15,844 contracts of open interest across 154 listed contracts on Oct 2, 2026, +0.6% 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.