Data through close

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

As of close · rank #2707 by open interest · snapshot page

QCML's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 3.87, net GEX is 214,575, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.38
prev 17.78
Gamma max
18.32
-0.3% from close
Delta neutral
13.19
-28.2% from close
Gamma neutral
3.87
-78.9% from close
Open interest
4,045
-0.6% vs prev
Contracts listed
142
94 calls · 68 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
16.00
-12.9% from close
2026-10-16
GEX flip
3.87
-78.9% from close
Net GEX
214,575
5,304,695 per 100k OI
Call wall
20.00
+8.8% from close
Put wall
18.00
-2.1% from close
Put/call OI
0.20
673 puts / 3,372 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
22.8
within trailing 52-week range
Front / back ATM IV
+88.1% / +116.0%
-27.8 pp front premium
Expected move
+17.3%
14 DTE · one standard deviation
ATM straddle / spot
+13.7%
front-window midpoint premium
25Δ risk reversal
7.0 pp
put IV minus call IV
IV butterfly
-1.0 pp
front-window smile convexity
Volume / open interest
0.03
115 contracts traded
Normalized net delta
0.262
option-holder convention
Modeled dealer delta
-0.262
opposite-side scenario
Vanna / 100k OI
1,582
volatility-sensitive delta
Charm / 100k OI
-726,551
time-decay-sensitive delta
IV surface range
36.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

QCML closed 0.3% above its gamma max of 18.32. It is 28.2% above the delta neutral price of 13.19. Total open interest is 4,045, -0.6% 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

Neighbours by open interest

Questions people ask about QCML

Where is QCML's gamma max today?

As of Oct 2, 2026, the gamma max for QCML is 18.32, -0.3% from the 18.38 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 QCML above or below its delta neutral price?

QCML closed above delta neutral: 18.38 against a delta neutral price of 13.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QCML have?

4,045 contracts of open interest across 142 listed contracts on Oct 2, 2026, -0.6% 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.