Data through close

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

As of close · rank #1983 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

QDEL's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 12.84, net GEX is -177,292, its put/call open-interest ratio is 1.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.77
prev 10.38
Gamma max
18.50
+71.8% from close
Delta neutral
11.50
+6.8% from close
Gamma neutral
12.84
+19.2% from close
Open interest
11,429
+1.6% vs prev
Contracts listed
52
38 calls · 19 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
12.50
+16.1% from close
2026-10-16
GEX flip
12.84
+19.2% from close
Net GEX
-177,292
-1,551,244 per 100k OI
Call wall
22.50
+108.9% from close
Put wall
10.00
-7.1% from close
Put/call OI
1.20
6,242 puts / 5,187 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
47.1
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
22.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
92 contracts traded
Normalized net delta
-0.041
option-holder convention
Modeled dealer delta
0.041
opposite-side scenario
Vanna / 100k OI
6,387
volatility-sensitive delta
Charm / 100k OI
61,230
time-decay-sensitive delta
IV surface range
31.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

QDEL closed 71.8% below its gamma max of 18.50. It is 6.8% below the delta neutral price of 11.50. Total open interest is 11,429, +1.6% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← MCY (#1982) KBR (#1984) →

Questions people ask about QDEL

Where is QDEL's gamma max today?

As of Oct 2, 2026, the gamma max for QDEL is 18.50, +71.8% from the 10.77 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 QDEL above or below its delta neutral price?

QDEL closed below delta neutral: 10.77 against a delta neutral price of 11.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QDEL have?

11,429 contracts of open interest across 52 listed contracts on Oct 2, 2026, +1.6% 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.