Data through close

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

As of close · rank #952 by open interest · snapshot page

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PGR's nearest-expiration max pain is 210.00 for 2026-10-09, its GEX flip is 213.20, net GEX is -963,833, its put/call open-interest ratio is 0.87. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
210.31
prev 210.96
Gamma max
237.11
+12.7% from close
Delta neutral
212.90
+1.2% from close
Gamma neutral
213.20
+1.4% from close
Open interest
54,156
-3.5% vs prev
Contracts listed
499
273 calls · 264 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
210.00
-0.1% from close
2026-10-09
GEX flip
213.20
+1.4% from close
Net GEX
-963,833
-1,779,734 per 100k OI
Call wall
230.00
+9.4% from close
Put wall
210.00
-0.1% from close
Put/call OI
0.87
25,256 puts / 28,900 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
85.4
within trailing 52-week range
Front / back ATM IV
+25.9% / +27.4%
-1.5 pp front premium
Expected move
+3.6%
7 DTE · one standard deviation
ATM straddle / spot
+2.5%
front-window midpoint premium
25Δ risk reversal
3.5 pp
put IV minus call IV
IV butterfly
-1.0 pp
front-window smile convexity
Volume / open interest
0.02
990 contracts traded
Normalized net delta
-0.005
option-holder convention
Modeled dealer delta
0.005
opposite-side scenario
Vanna / 100k OI
4,641
volatility-sensitive delta
Charm / 100k OI
551,762
time-decay-sensitive delta
IV surface range
87.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PGR closed 12.7% below its gamma max of 237.11. It is 1.2% below the delta neutral price of 212.90. Total open interest is 54,156, -3.5% 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

← ACMR (#951) ORLY (#953) →

Questions people ask about PGR

Where is PGR's gamma max today?

As of Oct 2, 2026, the gamma max for PGR is 237.11, +12.7% from the 210.31 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 PGR above or below its delta neutral price?

PGR closed below delta neutral: 210.31 against a delta neutral price of 212.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PGR have?

54,156 contracts of open interest across 499 listed contracts on Oct 2, 2026, -3.5% 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.