Data through close

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

As of close · rank #2963 by open interest · snapshot page

PLTY's nearest-expiration max pain is 36.00 for 2026-10-16, its GEX flip is 33.77, net GEX is 140,701, its put/call open-interest ratio is 0.98. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.67
prev 36.84
Gamma max
38.16
+4.1% from close
Delta neutral
38.28
+4.4% from close
Gamma neutral
33.77
-7.9% from close
Open interest
2,843
+0.4% vs prev
Contracts listed
268
123 calls · 177 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
36.00
-1.8% from close
2026-10-16
GEX flip
33.77
-7.9% from close
Net GEX
140,701
4,949,039 per 100k OI
Call wall
37.00
+0.9% from close
Put wall
35.00
-4.6% from close
Put/call OI
0.98
1,404 puts / 1,439 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
0.0
within trailing 52-week range
Front / back ATM IV
+39.9% / +49.9%
-10.0 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
77.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
17 contracts traded
Normalized net delta
-0.011
option-holder convention
Modeled dealer delta
0.011
opposite-side scenario
Vanna / 100k OI
1,653
volatility-sensitive delta
Charm / 100k OI
-414,070
time-decay-sensitive delta
IV surface range
55.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PLTY closed 4.1% below its gamma max of 38.16. It is 4.4% below the delta neutral price of 38.28. Total open interest is 2,843, +0.4% 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

Questions people ask about PLTY

Where is PLTY's gamma max today?

As of Oct 2, 2026, the gamma max for PLTY is 38.16, +4.1% from the 36.67 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 PLTY above or below its delta neutral price?

PLTY closed below delta neutral: 36.67 against a delta neutral price of 38.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PLTY have?

2,843 contracts of open interest across 268 listed contracts on Oct 2, 2026, +0.4% 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.