Data through close

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

As of close · rank #955 by open interest · snapshot page

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QSR's nearest-expiration max pain is 72.50 for 2026-10-16, its GEX flip is 61.46, net GEX is 15,664,964, its put/call open-interest ratio is 0.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
69.91
prev 69.76
Gamma max
73.39
+5.0% from close
Delta neutral
66.70
-4.6% from close
Gamma neutral
61.46
-12.1% from close
Open interest
53,580
+51.3% vs prev
Contracts listed
149
86 calls · 72 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
72.50
+3.7% from close
2026-10-16
GEX flip
61.46
-12.1% from close
Net GEX
15,664,964
29,236,589 per 100k OI
Call wall
72.50
+3.7% from close
Put wall
70.00
+0.1% from close
Put/call OI
0.15
7,163 puts / 46,417 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
8.0
within trailing 52-week range
Front / back ATM IV
+26.8% / +27.8%
-1.0 pp front premium
Expected move
+5.2%
14 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
1.8 pp
put IV minus call IV
IV butterfly
-2.4 pp
front-window smile convexity
Volume / open interest
0.37
19,620 contracts traded
Normalized net delta
0.123
option-holder convention
Modeled dealer delta
-0.123
opposite-side scenario
Vanna / 100k OI
2,699
volatility-sensitive delta
Charm / 100k OI
-995,991
time-decay-sensitive delta
IV surface range
72.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

QSR closed 5.0% below its gamma max of 73.39. It is 4.6% above the delta neutral price of 66.70. Total open interest is 53,580, +51.3% 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

Neighbours by open interest

← AGIO (#954) NYT (#956) →

Questions people ask about QSR

Where is QSR's gamma max today?

As of Oct 2, 2026, the gamma max for QSR is 73.39, +5.0% from the 69.91 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 QSR above or below its delta neutral price?

QSR closed above delta neutral: 69.91 against a delta neutral price of 66.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QSR have?

53,580 contracts of open interest across 149 listed contracts on Oct 2, 2026, +51.3% 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.