Data through close

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

As of close · rank #4420 by open interest · snapshot page

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PEBO's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 22.81, net GEX is 17,857, its put/call open-interest ratio is 0.66. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.48
prev 36.89
Gamma max
37.81
+0.9% from close
Delta neutral
28.83
-23.1% from close
Gamma neutral
22.81
-39.1% from close
Open interest
239
+2.1% vs prev
Contracts listed
21
13 calls · 9 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
40.00
+6.7% from close
2026-10-16
GEX flip
22.81
-39.1% from close
Net GEX
17,857
7,471,718 per 100k OI
Call wall
35.00
-6.6% from close
Put wall
20.00
-46.6% from close
Put/call OI
0.66
95 puts / 144 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
11.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.11
26 contracts traded
Normalized net delta
0.263
option-holder convention
Modeled dealer delta
-0.256
opposite-side scenario
Vanna / 100k OI
2,092
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
72.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PEBO closed 0.9% below its gamma max of 37.81. It is 23.1% above the delta neutral price of 28.83. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 239, +2.1% 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

← GTEK (#4419) SPDW (#4421) →

Questions people ask about PEBO

Where is PEBO's gamma max today?

As of Oct 2, 2026, the gamma max for PEBO is 37.81, +0.9% from the 37.48 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 PEBO above or below its delta neutral price?

PEBO closed above delta neutral: 37.48 against a delta neutral price of 28.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PEBO have?

239 contracts of open interest across 21 listed contracts on Oct 2, 2026, +2.1% 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.