Data through close

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

As of close · rank #624 by open interest · 974 sessions of history since Jun 11, 2021

QSI's nearest-expiration max pain is 1.00 for 2026-10-09, its GEX flip is 0.18, net GEX is 2,449,366, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
1.55
prev 1.43
Gamma max
1.11
-28.3% from close
Delta neutral
0.62
-59.7% from close
Gamma neutral
0.18
-88.3% from close
Open interest
102,865
+6.2% vs prev
Contracts listed
51
42 calls · 33 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
1.00
-35.5% from close
2026-10-09
GEX flip
0.18
-88.3% from close
Net GEX
2,449,366
2,381,147 per 100k OI
Call wall
1.50
-3.2% from close
Put wall
1.00
-35.5% from close
Put/call OI
0.11
9,867 puts / 92,998 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
85.1
cross-sectional score / 100
Directional score
-0.2
mixed positioning
IV rank
34.3
within trailing 52-week range
Front / back ATM IV
+207.4% / +149.2%
58.2 pp front premium
Expected move
+28.7%
7 DTE · one standard deviation
ATM straddle / spot
+21.0%
front-window midpoint premium
25Δ risk reversal
94.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
7,598 contracts traded
Normalized net delta
0.457
option-holder convention
Modeled dealer delta
-0.409
opposite-side scenario
Vanna / 100k OI
-525
volatility-sensitive delta
Charm / 100k OI
-102,959
time-decay-sensitive delta
IV surface range
147.6 pp
published contour maximum minus minimum

Strongest relative signals: front IV premium 58.2 pp · 7d expected move +28.7% · OI change 0.94σ

Download the complete dated analysis JSON .

QSI closed 28.3% above its gamma max of 1.11. It is 59.7% above the delta neutral price of 0.62. Total open interest is 102,865, +6.2% versus the previous session. Its options catalyst-intensity score is 85.1 out of 100, led by front IV premium 58.2 pp, 7d expected move +28.7%, OI change 0.94σ. 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.

QSI call and put open interest changes
Measure Value
Call OI change, 1 session +5,910 contracts · +6.8%
Put OI change, 1 session +82 contracts · +0.8%
Call minus put OI growth, 1 session +5.9 pp
Call OI change, 5 sessions +9,836 contracts · +11.8%
Put OI change, 5 sessions +622 contracts · +6.7%
Call minus put OI growth, 5 sessions +5.1 pp
Daily call OI change surprise — (184 prior changes)
Daily put OI change surprise — (184 prior changes)
Daily call-minus-put growth surprise — (184 prior changes)

History

2025-07 2026-10
close delta neutral gamma max
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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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 below gamma max 39 completed Day +10 paths · latest Dec 16, 2025
QSI returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -30.0% -15.0% 0% +15.0% +30.0% Cross on Jun 29, 2021 Cross on Jul 12, 2021 Cross on Mar 25, 2022 Cross on Mar 31, 2022 Cross on Apr 4, 2022 Cross on May 11, 2022 Cross on Jun 3, 2022 Cross on Dec 5, 2022 Cross on Jan 24, 2023 Cross on Jan 27, 2023 Cross on Feb 8, 2023 Cross on Aug 10, 2023 Cross on Sep 18, 2023 Cross on Apr 9, 2024 Cross on Apr 11, 2024 Cross on Sep 6, 2024 Cross on Sep 24, 2024 Cross on Oct 8, 2024 Cross on Mar 18, 2025 Cross on Apr 2, 2025 Cross on Apr 7, 2025 Cross on Apr 9, 2025 Cross on Apr 11, 2025 Cross on Apr 21, 2025 Cross on May 1, 2025 Cross on May 19, 2025 Cross on Jun 3, 2025 Cross on Jun 11, 2025 Cross on Jul 1, 2025 Cross on Jul 7, 2025 Cross on Jul 21, 2025 Cross on Jul 28, 2025 Cross on Aug 6, 2025 Cross on Sep 25, 2025 Cross on Sep 29, 2025 Cross on Oct 8, 2025 Cross on Oct 30, 2025 Cross on Nov 6, 2025 Cross on Dec 16, 2025 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
QSI historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 39 -1.6% -4.2% to +2.7% 38% -2.2% to +0.6% 0.0%
Day +2 39 -2.1% -6.4% to +3.6% 41% -4.1% to +1.6% 0.0%
Day +3 39 -0.8% -7.4% to +2.6% 41% -5.3% to +1.7% 0.0%
Day +4 39 -4.5% -7.9% to +3.8% 36% -5.7% to +0.2% 0.0%
Day +5 39 -2.9% -11.7% to +4.5% 38% -7.3% to +1.4% 0.0%
Day +6 39 -4.7% -11.6% to +5.9% 36% -6.5% to +0.6% 0.0%
Day +7 39 -0.7% -11.2% to +6.1% 49% -7.2% to +2.6% 0.0%
Day +8 39 -3.3% -10.2% to +6.6% 38% -8.9% to +2.2% 0.0%
Day +9 39 -4.9% -12.0% to +8.8% 33% -9.0% to 0.0% 0.0%
Day +10 39 -5.3% -10.5% to +9.4% 31% -9.2% to -0.9% -0.9%
Crosses above gamma max 33 completed Day +10 paths · latest Dec 15, 2025
QSI returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -32.0% -16.0% 0% +16.0% +32.0% Cross on Jun 28, 2021 Cross on Jul 9, 2021 Cross on Mar 29, 2022 Cross on Apr 1, 2022 Cross on Jun 2, 2022 Cross on Jan 20, 2023 Cross on Jan 26, 2023 Cross on Aug 9, 2023 Cross on Mar 28, 2024 Cross on Apr 10, 2024 Cross on Apr 12, 2024 Cross on Sep 4, 2024 Cross on Sep 9, 2024 Cross on Apr 3, 2025 Cross on Apr 8, 2025 Cross on Apr 10, 2025 Cross on Apr 30, 2025 Cross on May 12, 2025 Cross on Jun 9, 2025 Cross on Jun 25, 2025 Cross on Jul 3, 2025 Cross on Jul 18, 2025 Cross on Jul 24, 2025 Cross on Jul 29, 2025 Cross on Aug 14, 2025 Cross on Aug 25, 2025 Cross on Aug 29, 2025 Cross on Sep 18, 2025 Cross on Sep 26, 2025 Cross on Oct 2, 2025 Cross on Oct 9, 2025 Cross on Oct 31, 2025 Cross on Dec 15, 2025 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
QSI historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 33 -1.6% -3.6% to -0.4% 21% -2.5% to -0.8% -0.8%
Day +2 33 -3.0% -7.7% to +1.8% 30% -4.7% to -1.0% -1.0%
Day +3 33 -3.0% -9.5% to +3.9% 33% -6.9% to 0.0% 0.0%
Day +4 33 -2.8% -10.7% to +3.3% 33% -8.2% to -0.9% -0.9%
Day +5 33 -2.7% -9.9% to +3.3% 36% -7.1% to +0.6% 0.0%
Day +6 33 -2.6% -11.9% to +5.9% 39% -6.8% to +1.8% 0.0%
Day +7 33 -2.3% -9.7% to +5.3% 39% -7.1% to +1.0% 0.0%
Day +8 33 -1.2% -10.4% to +6.8% 39% -7.1% to +1.2% 0.0%
Day +9 33 -3.5% -10.2% to +4.6% 42% -7.1% to +3.5% 0.0%
Day +10 33 -1.5% -12.9% to +8.9% 45% -9.8% to +2.7% 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 252 sessions

QSI trailing historical statistics
Sessions closed above gamma max 72%
Gamma max crosses 37
Delta neutral crosses 0
Prior-year sessions closer to gamma max 64.3% of 252
Prior-year sessions closer to delta neutral 33.7% of 252
Open interest percentile (1y) 67th
Daily open interest change versus prior year +0.94σ (5,992 contracts; 252 prior changes)
Open interest change, 5 sessions +6.0%
Open interest change, 21 sessions +12.0%
History available Jun 11, 2021 → Oct 2, 2026

Recent crosses

  1. closed above gamma max at 0.84 vs 0.46 (+45.3%)
  2. closed below gamma max at 0.88 vs 1.00 (-13.3%)
  3. closed above gamma max at 0.96 vs 0.36 (+62.4%)
  4. closed below gamma max at 0.98 vs 1.00 (-2.0%)
  5. closed above gamma max at 1.23 vs 1.00 (+18.7%)
  6. closed below gamma max at 1.27 vs 1.44 (-13.2%)
  7. closed above gamma max at 1.21 vs 1.00 (+17.4%)
  8. closed below gamma max at 1.16 vs 1.31 (-13.3%)
  9. closed above gamma max at 1.11 vs 1.09 (+1.9%)
  10. closed below gamma max at 1.22 vs 1.28 (-5.2%)

In today's screens

Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/QSI

Questions people ask about QSI

Where is QSI's gamma max today?

As of Oct 2, 2026, the gamma max for QSI is 1.11, -28.3% from the 1.55 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 QSI above or below its delta neutral price?

QSI closed above delta neutral: 1.55 against a delta neutral price of 0.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QSI have?

102,865 contracts of open interest across 51 listed contracts on Oct 2, 2026, +6.2% 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.