Data through close

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

As of close · rank #3146 by open interest · snapshot page

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QQQE's nearest-expiration max pain is 120.00 for 2026-10-16, its GEX flip is 80.63, net GEX is 42,256, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
121.39
prev 120.66
Gamma max
104.07
-14.3% from close
Delta neutral
104.82
-13.6% from close
Gamma neutral
80.63
-33.6% from close
Open interest
2,206
-0.3% vs prev
Contracts listed
90
66 calls · 37 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
120.00
-1.1% from close
2026-10-16
GEX flip
80.63
-33.6% from close
Net GEX
42,256
1,915,521 per 100k OI
Call wall
105.00
-13.5% from close
Put wall
120.00
-1.1% from close
Put/call OI
0.16
309 puts / 1,897 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
16.1
within trailing 52-week range
Front / back ATM IV
+20.7% / +19.0%
1.8 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
29 contracts traded
Normalized net delta
0.735
option-holder convention
Modeled dealer delta
-0.686
opposite-side scenario
Vanna / 100k OI
-1,949
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
52.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

QQQE closed 14.3% above its gamma max of 104.07. It is 13.6% above the delta neutral price of 104.82. Total open interest is 2,206, -0.3% 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

← AMG (#3145) XSD (#3147) →

Questions people ask about QQQE

Where is QQQE's gamma max today?

As of Oct 2, 2026, the gamma max for QQQE is 104.07, -14.3% from the 121.39 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 QQQE above or below its delta neutral price?

QQQE closed above delta neutral: 121.39 against a delta neutral price of 104.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QQQE have?

2,206 contracts of open interest across 90 listed contracts on Oct 2, 2026, -0.3% 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.