Data through close

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

As of close · rank #1057 by open interest · snapshot page

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PPL's nearest-expiration max pain is 33.00 for 2026-10-16, its GEX flip is 32.64, net GEX is 270,335, its put/call open-interest ratio is 0.97. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.80
prev 32.76
Gamma max
36.04
+9.9% from close
Delta neutral
32.08
-2.2% from close
Gamma neutral
32.64
-0.5% from close
Open interest
43,903
+4.9% vs prev
Contracts listed
124
79 calls · 53 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
33.00
+0.6% from close
2026-10-16
GEX flip
32.64
-0.5% from close
Net GEX
270,335
615,754 per 100k OI
Call wall
33.00
+0.6% from close
Put wall
30.00
-8.5% from close
Put/call OI
0.97
21,669 puts / 22,234 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
18.2
within trailing 52-week range
Front / back ATM IV
+19.4% / +20.6%
-1.2 pp front premium
Expected move
+3.8%
14 DTE · one standard deviation
ATM straddle / spot
+2.7%
front-window midpoint premium
25Δ risk reversal
-123.4 pp
put IV minus call IV
IV butterfly
1.1 pp
front-window smile convexity
Volume / open interest
0.00
163 contracts traded
Normalized net delta
0.057
option-holder convention
Modeled dealer delta
-0.057
opposite-side scenario
Vanna / 100k OI
6,184
volatility-sensitive delta
Charm / 100k OI
-2,164,221
time-decay-sensitive delta
IV surface range
180.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PPL closed 9.9% below its gamma max of 36.04. It is 2.2% above the delta neutral price of 32.08. Total open interest is 43,903, +4.9% 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

← WTI (#1056) UTHR (#1058) →

Questions people ask about PPL

Where is PPL's gamma max today?

As of Oct 2, 2026, the gamma max for PPL is 36.04, +9.9% from the 32.80 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 PPL above or below its delta neutral price?

PPL closed above delta neutral: 32.80 against a delta neutral price of 32.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PPL have?

43,903 contracts of open interest across 124 listed contracts on Oct 2, 2026, +4.9% 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.