PURR max pain, gamma exposure (GEX) & options open interest
As of close · rank #199 by open interest · 133 sessions of history since Mar 25, 2026
PURR's nearest-expiration max pain is 13.00 for 2026-10-09, net GEX is 13,580,513, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: smile convexity -20.1 pp · 7d expected move +13.5% · IV rank 99
PURR closed 25.3% below its gamma max of 14.89. It is 20.6% above the delta neutral price of 9.44. Total open interest is 506,357, -3.9% versus the previous session. Its options catalyst-intensity score is 70.5 out of 100, led by smile convexity -20.1 pp, 7d expected move +13.5%, IV rank 99. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -16,033 contracts · -4.2% |
| Put OI change, 1 session | -4,542 contracts · -3.2% |
| Call minus put OI growth, 1 session | -0.9 pp |
| Call OI change, 5 sessions | +793 contracts · +0.2% |
| Put OI change, 5 sessions | +6,901 contracts · +5.3% |
| Call minus put OI growth, 5 sessions | -5.1 pp |
| Daily call OI change surprise | — (131 prior changes) |
| Daily put OI change surprise | — (131 prior changes) |
| Daily call-minus-put growth surprise | — (124 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 7 completed Day +10 paths · latest Sep 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | +2.2% | -2.9% to +5.1% | 63% | -3.8% to +5.5% | 0.0% |
| Day +2 | 8 | -1.6% | -3.3% to +4.6% | 38% | -6.6% to +5.6% | 0.0% |
| Day +3 | 8 | -1.6% | -3.3% to +2.2% | 38% | -5.8% to +8.3% | 0.0% |
| Day +4 | 8 | +1.6% | -5.4% to +8.0% | 50% | -13.8% to +10.0% | 0.0% |
| Day +5 | 8 | -5.5% | -8.9% to +5.3% | 38% | -9.1% to +6.7% | 0.0% |
| Day +6 | 8 | -5.9% | -10.4% to +2.7% | 38% | -13.7% to +2.8% | 0.0% |
| Day +7 | 8 | -1.3% | -12.9% to +6.7% | 50% | -14.7% to +7.6% | 0.0% |
| Day +8 | 7 | +2.2% | -7.8% to +3.6% | 57% | -12.9% to +12.6% | 0.0% |
| Day +9 | 7 | +0.4% | -0.3% to +2.1% | 57% | -14.6% to +12.3% | 0.0% |
| Day +10 | 7 | +2.1% | +0.6% to +12.8% | 71% | -15.6% to +26.7% | 0.0% |
Crosses below gamma max 7 completed Day +10 paths · latest Sep 22, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | +1.6% | -0.1% to +6.2% | 63% | -0.3% to +11.0% | 0.0% |
| Day +2 | 8 | +0.7% | -1.2% to +3.6% | 63% | -3.3% to +8.6% | 0.0% |
| Day +3 | 8 | +1.6% | -5.4% to +6.4% | 50% | -7.9% to +7.3% | 0.0% |
| Day +4 | 8 | -0.6% | -3.1% to +5.8% | 38% | -7.3% to +8.0% | 0.0% |
| Day +5 | 8 | +4.0% | -3.1% to +9.9% | 63% | -6.1% to +13.3% | 0.0% |
| Day +6 | 8 | +6.9% | -3.3% to +9.7% | 63% | -4.1% to +10.5% | 0.0% |
| Day +7 | 8 | +6.2% | +4.6% to +8.4% | 88% | +2.2% to +10.8% | +2.2% |
| Day +8 | 8 | +14.3% | +4.1% to +18.0% | 88% | +3.2% to +18.1% | +3.2% |
| Day +9 | 7 | +10.3% | +6.4% to +14.0% | 86% | -1.4% to +24.0% | 0.0% |
| Day +10 | 7 | +7.9% | +3.3% to +14.5% | 86% | -4.8% to +29.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 133 sessions
| Sessions closed above gamma max | 31% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 86.8% of 129 |
| Prior-year sessions closer to delta neutral | 34.9% of 129 |
| Open interest percentile (1y) | 92th |
| Daily open interest change versus prior year | – (-20,575 contracts; 131 prior changes) |
| Open interest change, 5 sessions | +1.5% |
| Open interest change, 21 sessions | +3.7% |
| History available | Mar 25, 2026 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 12.85 vs 14.65 (-14.0%)
- closed above gamma max at 13.94 vs 13.61 (+2.4%)
- closed below gamma max at 13.95 vs 14.21 (-1.9%)
- closed above gamma max at 14.09 vs 13.17 (+6.5%)
- closed below gamma max at 11.93 vs 12.14 (-1.7%)
- closed above gamma max at 12.77 vs 12.36 (+3.3%)
- closed below gamma max at 11.35 vs 11.65 (-2.6%)
- closed above gamma max at 11.61 vs 10.67 (+8.1%)
- closed below gamma max at 11.56 vs 12.12 (-4.8%)
- closed above gamma max at 11.87 vs 11.78 (+0.8%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/PURR
Questions people ask about PURR
Where is PURR's gamma max today?
As of Oct 2, 2026, the gamma max for PURR is 14.89, +25.3% from the 11.89 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 PURR above or below its delta neutral price?
PURR closed above delta neutral: 11.89 against a delta neutral price of 9.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PURR have?
506,357 contracts of open interest across 390 listed contracts on Oct 2, 2026, -3.9% 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.