Data through close

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

As of close · rank #1712 by open interest · snapshot page

PPG's nearest-expiration max pain is 106.00 for 2026-10-09, its GEX flip is 95.03, net GEX is 1,788,530, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
105.15
prev 104.68
Gamma max
107.48
+2.2% from close
Delta neutral
100.19
-4.7% from close
Gamma neutral
95.03
-9.6% from close
Open interest
16,573
-3.3% vs prev
Contracts listed
337
192 calls · 163 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
106.00
+0.8% from close
2026-10-09
GEX flip
95.03
-9.6% from close
Net GEX
1,788,530
10,791,829 per 100k OI
Call wall
105.00
-0.1% from close
Put wall
105.00
-0.1% from close
Put/call OI
0.33
4,095 puts / 12,478 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
100.0
within trailing 52-week range
Front / back ATM IV
+29.5% / +30.5%
-1.0 pp front premium
Expected move
+4.1%
7 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
0.6 pp
put IV minus call IV
IV butterfly
-0.6 pp
front-window smile convexity
Volume / open interest
0.04
708 contracts traded
Normalized net delta
0.103
option-holder convention
Modeled dealer delta
-0.102
opposite-side scenario
Vanna / 100k OI
4,279
volatility-sensitive delta
Charm / 100k OI
-691,130
time-decay-sensitive delta
IV surface range
164.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PPG closed 2.2% below its gamma max of 107.48. It is 4.7% above the delta neutral price of 100.19. Total open interest is 16,573, -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

Questions people ask about PPG

Where is PPG's gamma max today?

As of Oct 2, 2026, the gamma max for PPG is 107.48, +2.2% from the 105.15 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 PPG above or below its delta neutral price?

PPG closed above delta neutral: 105.15 against a delta neutral price of 100.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PPG have?

16,573 contracts of open interest across 337 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.