Data through close

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

As of close · rank #893 by open interest · snapshot page

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PPTA's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 13.50, net GEX is 1,077,226, its put/call open-interest ratio is 0.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.38
prev 20.93
Gamma max
26.22
+28.7% from close
Delta neutral
18.99
-6.8% from close
Gamma neutral
13.50
-33.8% from close
Open interest
59,597
-0.1% vs prev
Contracts listed
131
86 calls · 72 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
22.50
+10.4% from close
2026-10-16
GEX flip
13.50
-33.8% from close
Net GEX
1,077,226
1,807,517 per 100k OI
Call wall
25.00
+22.7% from close
Put wall
20.00
-1.9% from close
Put/call OI
0.38
16,547 puts / 43,050 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
2.6
within trailing 52-week range
Front / back ATM IV
+59.1% / +62.9%
-3.7 pp front premium
Expected move
+11.6%
14 DTE · one standard deviation
ATM straddle / spot
+8.9%
front-window midpoint premium
25Δ risk reversal
0.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
1,258 contracts traded
Normalized net delta
0.078
option-holder convention
Modeled dealer delta
-0.077
opposite-side scenario
Vanna / 100k OI
3,010
volatility-sensitive delta
Charm / 100k OI
-58,921
time-decay-sensitive delta
IV surface range
14.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PPTA closed 28.7% below its gamma max of 26.22. It is 6.8% above the delta neutral price of 18.99. Total open interest is 59,597, -0.1% 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

← COTY (#892) QQQI (#894) →

Questions people ask about PPTA

Where is PPTA's gamma max today?

As of Oct 2, 2026, the gamma max for PPTA is 26.22, +28.7% from the 20.38 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 PPTA above or below its delta neutral price?

PPTA closed above delta neutral: 20.38 against a delta neutral price of 18.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PPTA have?

59,597 contracts of open interest across 131 listed contracts on Oct 2, 2026, -0.1% 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.