Data through close

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

As of close · rank #1566 by open interest · snapshot page

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PCAR's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 118.40, net GEX is -1,194,845, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
109.68
prev 109.94
Gamma max
129.97
+18.5% from close
Delta neutral
113.66
+3.6% from close
Gamma neutral
118.40
+8.0% from close
Open interest
20,208
+0.4% vs prev
Contracts listed
342
205 calls · 155 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
110.00
+0.3% from close
2026-10-16
GEX flip
118.40
+8.0% from close
Net GEX
-1,194,845
-5,912,731 per 100k OI
Call wall
110.00
+0.3% from close
Put wall
110.00
+0.3% from close
Put/call OI
0.85
9,300 puts / 10,908 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
6.6
within trailing 52-week range
Front / back ATM IV
+29.9% / +30.2%
-0.3 pp front premium
Expected move
+5.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
10.6 pp
put IV minus call IV
IV butterfly
-1.1 pp
front-window smile convexity
Volume / open interest
0.02
337 contracts traded
Normalized net delta
-0.100
option-holder convention
Modeled dealer delta
0.100
opposite-side scenario
Vanna / 100k OI
1,875
volatility-sensitive delta
Charm / 100k OI
972,857
time-decay-sensitive delta
IV surface range
67.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PCAR closed 18.5% below its gamma max of 129.97. It is 3.6% below the delta neutral price of 113.66. Total open interest is 20,208, +0.4% 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

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Neighbours by open interest

← SNDU (#1565) IIPR (#1567) →

Questions people ask about PCAR

Where is PCAR's gamma max today?

As of Oct 2, 2026, the gamma max for PCAR is 129.97, +18.5% from the 109.68 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 PCAR above or below its delta neutral price?

PCAR closed below delta neutral: 109.68 against a delta neutral price of 113.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PCAR have?

20,208 contracts of open interest across 342 listed contracts on Oct 2, 2026, +0.4% 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.