Data through close

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

As of close · rank #2603 by open interest · snapshot page

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PPLI's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 31.03, net GEX is 1,654,125, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.28
prev 40.95
Gamma max
39.58
-4.1% from close
Delta neutral
34.51
-16.4% from close
Gamma neutral
31.03
-24.8% from close
Open interest
4,809
+0.4% vs prev
Contracts listed
42
29 calls · 18 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
40.00
-3.1% from close
2026-10-16
GEX flip
31.03
-24.8% from close
Net GEX
1,654,125
34,396,444 per 100k OI
Call wall
40.00
-3.1% from close
Put wall
40.00
-3.1% from close
Put/call OI
0.10
429 puts / 4,380 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
20.7
within trailing 52-week range
Front / back ATM IV
+45.3% / +45.8%
-0.5 pp front premium
Expected move
+8.9%
14 DTE · one standard deviation
ATM straddle / spot
+15.1%
front-window midpoint premium
25Δ risk reversal
-8.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
95 contracts traded
Normalized net delta
0.545
option-holder convention
Modeled dealer delta
-0.544
opposite-side scenario
Vanna / 100k OI
-1,144
volatility-sensitive delta
Charm / 100k OI
-7,278,228
time-decay-sensitive delta
IV surface range
42.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PPLI closed 4.1% above its gamma max of 39.58. It is 16.4% above the delta neutral price of 34.51. Total open interest is 4,809, +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

← NOVT (#2602) TNL (#2604) →

Questions people ask about PPLI

Where is PPLI's gamma max today?

As of Oct 2, 2026, the gamma max for PPLI is 39.58, -4.1% from the 41.28 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 PPLI above or below its delta neutral price?

PPLI closed above delta neutral: 41.28 against a delta neutral price of 34.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PPLI have?

4,809 contracts of open interest across 42 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.