Data through close

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

As of close · rank #4512 by open interest · snapshot page

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PILL's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 18.55, net GEX is -2,001, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.84
prev 14.96
Gamma max
22.29
+50.2% from close
Delta neutral
15.72
+5.9% from close
Gamma neutral
18.55
+25.0% from close
Open interest
190
+3.3% vs prev
Contracts listed
39
28 calls · 13 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
19.00
+28.0% from close
2026-10-16
GEX flip
18.55
+25.0% from close
Net GEX
-2,001
-1,053,239 per 100k OI
Call wall
18.00
+21.3% from close
Put wall
15.00
+1.1% from close
Put/call OI
0.68
77 puts / 113 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
25.6
within trailing 52-week range
Front / back ATM IV
+53.8% / +59.9%
-6.1 pp front premium
Expected move
+10.5%
14 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
0.02
4 contracts traded
Normalized net delta
-0.129
option-holder convention
Modeled dealer delta
0.124
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
9.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PILL closed 50.2% below its gamma max of 22.29. It is 5.9% below the delta neutral price of 15.72. Total open interest is 190, +3.3% 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

← CSR (#4511) QQQT (#4513) →

Questions people ask about PILL

Where is PILL's gamma max today?

As of Oct 2, 2026, the gamma max for PILL is 22.29, +50.2% from the 14.84 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 PILL above or below its delta neutral price?

PILL closed below delta neutral: 14.84 against a delta neutral price of 15.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PILL have?

190 contracts of open interest across 39 listed contracts on Oct 2, 2026, +3.3% 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.