Data through close

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

As of close · rank #4233 by open interest · snapshot page

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PDP's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 145.92, net GEX is -42,295, its put/call open-interest ratio is 1.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
140.23
prev 138.99
Gamma max
154.09
+9.9% from close
Delta neutral
139.52
-0.5% from close
Gamma neutral
145.92
+4.1% from close
Open interest
352
0.0% vs prev
Contracts listed
72
34 calls · 41 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
140.00
-0.2% from close
2026-10-16
GEX flip
145.92
+4.1% from close
Net GEX
-42,295
-12,015,579 per 100k OI
Call wall
145.00
+3.4% from close
Put wall
140.00
-0.2% from close
Put/call OI
1.10
184 puts / 168 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
23.9
within trailing 52-week range
Front / back ATM IV
+24.9% / +25.4%
-0.6 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.030
option-holder convention
Modeled dealer delta
-0.029
opposite-side scenario
Vanna / 100k OI
852
volatility-sensitive delta
Charm / 100k OI
1,698,580
time-decay-sensitive delta
IV surface range
4.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PDP closed 9.9% below its gamma max of 154.09. It is 0.5% above the delta neutral price of 139.52. Total open interest is 352, 0.0% 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

← PSP (#4232) HIPO (#4234) →

Questions people ask about PDP

Where is PDP's gamma max today?

As of Oct 2, 2026, the gamma max for PDP is 154.09, +9.9% from the 140.23 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 PDP above or below its delta neutral price?

PDP closed above delta neutral: 140.23 against a delta neutral price of 139.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PDP have?

352 contracts of open interest across 72 listed contracts on Oct 2, 2026, 0.0% 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.