Data through close

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

As of close · rank #4401 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

QUAL's nearest-expiration max pain is 196.00 for 2026-10-16, its GEX flip is 169.48, net GEX is 91,092, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
224.48
prev 223.44
Gamma max
226.73
+1.0% from close
Delta neutral
194.36
-13.4% from close
Gamma neutral
169.48
-24.5% from close
Open interest
249
+1.2% vs prev
Contracts listed
51
37 calls · 16 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
196.00
-12.7% from close
2026-10-16
GEX flip
169.48
-24.5% from close
Net GEX
91,092
36,583,063 per 100k OI
Call wall
225.00
+0.2% from close
Put wall
220.00
-2.0% from close
Put/call OI
0.16
34 puts / 215 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
22.3
within trailing 52-week range
Front / back ATM IV
+16.8% / +14.5%
2.4 pp front premium
Expected move
+3.3%
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
0.41
103 contracts traded
Normalized net delta
0.486
option-holder convention
Modeled dealer delta
-0.484
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
12.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

QUAL closed 1.0% below its gamma max of 226.73. It is 13.4% above the delta neutral price of 194.36. Total open interest is 249, +1.2% 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

← PFFD (#4400) RSPT (#4402) →

Questions people ask about QUAL

Where is QUAL's gamma max today?

As of Oct 2, 2026, the gamma max for QUAL is 226.73, +1.0% from the 224.48 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 QUAL above or below its delta neutral price?

QUAL closed above delta neutral: 224.48 against a delta neutral price of 194.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QUAL have?

249 contracts of open interest across 51 listed contracts on Oct 2, 2026, +1.2% 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.