Data through close

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

As of close · rank #4002 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PPH's nearest-expiration max pain is 107.00 for 2026-10-16, net GEX is 69,431, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
108.06
prev 108.14
Gamma max
107.21
-0.8% from close
Delta neutral
101.08
-6.5% from close
Gamma neutral
108.06
0.0% from close
Open interest
553
+1.5% vs prev
Contracts listed
90
55 calls · 35 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
107.00
-1.0% from close
2026-10-16
GEX flip
–
Net GEX
69,431
12,555,336 per 100k OI
Call wall
110.00
+1.8% from close
Put wall
111.00
+2.7% from close
Put/call OI
0.46
173 puts / 380 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
14.2
within trailing 52-week range
Front / back ATM IV
+24.9% / +22.2%
2.7 pp front premium
Expected move
+4.9%
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
0.07
36 contracts traded
Normalized net delta
0.185
option-holder convention
Modeled dealer delta
-0.173
opposite-side scenario
Vanna / 100k OI
-904
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
14.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PPH closed 0.8% above its gamma max of 107.21. It is 6.5% above the delta neutral price of 101.08. Total open interest is 553, +1.5% 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

← BLV (#4001) DAX (#4003) →

Questions people ask about PPH

Where is PPH's gamma max today?

As of Oct 2, 2026, the gamma max for PPH is 107.21, -0.8% from the 108.06 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 PPH above or below its delta neutral price?

PPH closed above delta neutral: 108.06 against a delta neutral price of 101.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PPH have?

553 contracts of open interest across 90 listed contracts on Oct 2, 2026, +1.5% 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.