Data through close

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

As of close · rank #4049 by open interest · snapshot page

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PJT's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 133.19, net GEX is 6,814, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
138.69
prev 140.30
Gamma max
171.59
+23.7% from close
Delta neutral
136.24
-1.8% from close
Gamma neutral
133.19
-4.0% from close
Open interest
519
+0.8% vs prev
Contracts listed
85
52 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
+0.9% from close
2026-10-16
GEX flip
133.19
-4.0% from close
Net GEX
6,814
1,312,945 per 100k OI
Call wall
195.00
+40.6% from close
Put wall
115.00
-17.1% from close
Put/call OI
0.74
221 puts / 298 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
26.9
within trailing 52-week range
Front / back ATM IV
+45.2% / +41.2%
4.0 pp front premium
Expected move
+8.8%
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
0.01
4 contracts traded
Normalized net delta
0.044
option-holder convention
Modeled dealer delta
-0.044
opposite-side scenario
Vanna / 100k OI
1,349
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
36.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PJT closed 23.7% below its gamma max of 171.59. It is 1.8% above the delta neutral price of 136.24. Total open interest is 519, +0.8% versus the previous session. What gamma max means · What delta neutral means

History

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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

← DEM (#4048) BIB (#4050) →

Questions people ask about PJT

Where is PJT's gamma max today?

As of Oct 2, 2026, the gamma max for PJT is 171.59, +23.7% from the 138.69 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 PJT above or below its delta neutral price?

PJT closed above delta neutral: 138.69 against a delta neutral price of 136.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PJT have?

519 contracts of open interest across 85 listed contracts on Oct 2, 2026, +0.8% 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.