Data through close

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

As of close · rank #362 by open interest · 1,393 sessions of history since Dec 1, 2020

QURE's nearest-expiration max pain is 32.00 for 2026-10-16, net GEX is 3,797,406, its put/call open-interest ratio is 0.24. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.46
prev 23.37
Gamma max
32.60
+39.0% from close
Delta neutral
22.13
-5.6% from close
Gamma neutral
23.46
0.0% from close
Open interest
234,331
-0.1% vs prev
Contracts listed
400
249 calls · 200 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
32.00
+36.4% from close
2026-10-16
GEX flip
–
Net GEX
3,797,406
1,620,531 per 100k OI
Call wall
50.00
+113.1% from close
Put wall
20.00
-14.7% from close
Put/call OI
0.24
45,526 puts / 188,805 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
37.6
cross-sectional score / 100
Directional score
3.8
mixed positioning
IV rank
0.0
within trailing 52-week range
Front / back ATM IV
+79.2% / +101.0%
-21.8 pp front premium
Expected move
+15.5%
14 DTE · one standard deviation
ATM straddle / spot
+11.4%
front-window midpoint premium
25Δ risk reversal
5.4 pp
put IV minus call IV
IV butterfly
27.8 pp
front-window smile convexity
Volume / open interest
0.02
4,433 contracts traded
Normalized net delta
0.047
option-holder convention
Modeled dealer delta
-0.046
opposite-side scenario
Vanna / 100k OI
2,800
volatility-sensitive delta
Charm / 100k OI
-294,105
time-decay-sensitive delta
IV surface range
34.0 pp
published contour maximum minus minimum

Strongest relative signals: smile convexity 27.8 pp · 14d expected move +15.5%

Download the complete dated analysis JSON .

QURE closed 39.0% below its gamma max of 32.60. It is 5.6% above the delta neutral price of 22.13. Total open interest is 234,331, -0.1% versus the previous session. Its options catalyst-intensity score is 37.6 out of 100, led by smile convexity 27.8 pp, 14d expected move +15.5%. 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.

QURE call and put open interest changes
Measure Value
Call OI change, 1 session +1,681 contracts · +0.9%
Put OI change, 1 session -1,992 contracts · -4.2%
Call minus put OI growth, 1 session +5.1 pp
Call OI change, 5 sessions +29,617 contracts · +18.6%
Put OI change, 5 sessions +521 contracts · +1.2%
Call minus put OI growth, 5 sessions +17.4 pp
Daily call OI change surprise +0.09σ (252 prior changes)
Daily put OI change surprise -0.39σ (252 prior changes)
Daily call-minus-put growth surprise +0.58σ (252 prior changes)

History

2025-10 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 Aug 28, 2026
QURE 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. -34.0% -17.0% 0% +17.0% +34.0% Cross on Apr 21, 2021 Cross on Apr 28, 2021 Cross on Sep 8, 2021 Cross on Sep 17, 2021 Cross on Sep 23, 2021 Cross on Aug 9, 2022 Cross on Sep 19, 2022 Cross on Oct 7, 2022 Cross on Oct 24, 2022 Cross on Nov 29, 2022 Cross on Jan 20, 2023 Cross on May 11, 2023 Cross on Sep 11, 2024 Cross on Oct 15, 2024 Cross on Oct 30, 2024 Cross on Nov 12, 2024 Cross on Nov 19, 2024 Cross on Nov 21, 2024 Cross on Dec 4, 2024 Cross on Dec 17, 2024 Cross on Jan 8, 2025 Cross on Mar 25, 2025 Cross on Apr 1, 2025 Cross on Apr 3, 2025 Cross on Apr 22, 2025 Cross on Jul 21, 2025 Cross on Feb 9, 2026 Cross on Mar 10, 2026 Cross on Mar 20, 2026 Cross on Apr 10, 2026 Cross on Apr 22, 2026 Cross on May 1, 2026 Cross on May 13, 2026 Cross on Jun 11, 2026 Cross on Jul 16, 2026 Cross on Jul 23, 2026 Cross on Aug 6, 2026 Cross on Aug 10, 2026 Cross on Aug 28, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
QURE historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 39 -0.5% -3.5% to +2.4% 41% -1.7% to +1.8% 0.0%
Day +2 39 -0.9% -5.3% to +2.4% 46% -2.4% to +1.4% 0.0%
Day +3 39 -0.8% -8.7% to +2.5% 46% -5.1% to +1.6% 0.0%
Day +4 39 -0.3% -7.6% to +4.6% 46% -3.9% to +2.9% 0.0%
Day +5 39 -2.5% -9.6% to +4.5% 49% -8.1% to +3.3% 0.0%
Day +6 39 -0.9% -8.0% to +7.5% 49% -5.7% to +3.7% 0.0%
Day +7 39 -0.3% -6.1% to +7.0% 49% -2.9% to +5.8% 0.0%
Day +8 39 -1.1% -8.0% to +7.1% 49% -5.5% to +5.0% 0.0%
Day +9 39 -0.6% -7.7% to +10.2% 49% -4.4% to +6.7% 0.0%
Day +10 39 +2.1% -8.2% to +9.4% 54% -5.0% to +7.9% 0.0%
Crosses above gamma max 27 completed Day +10 paths · latest Aug 7, 2026
QURE 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. -28.0% -14.0% 0% +14.0% +28.0% Cross on Apr 22, 2021 Cross on Sep 9, 2021 Cross on Sep 21, 2021 Cross on Aug 19, 2022 Cross on Oct 4, 2022 Cross on Oct 21, 2022 Cross on Nov 11, 2022 Cross on May 10, 2023 Cross on Dec 13, 2023 Cross on Sep 10, 2024 Cross on Oct 14, 2024 Cross on Oct 17, 2024 Cross on Nov 20, 2024 Cross on Nov 25, 2024 Cross on Dec 5, 2024 Cross on Dec 16, 2024 Cross on Dec 20, 2024 Cross on Mar 4, 2025 Cross on Mar 28, 2025 Cross on Apr 2, 2025 Cross on Jul 17, 2025 Cross on Mar 19, 2026 Cross on Apr 7, 2026 Cross on Apr 16, 2026 Cross on May 4, 2026 Cross on Aug 5, 2026 Cross on Aug 7, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
QURE historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 27 -0.2% -1.7% to +2.6% 44% -1.1% to +2.5% 0.0%
Day +2 27 +0.5% -2.4% to +5.6% 56% -1.4% to +4.9% 0.0%
Day +3 27 +2.6% -3.8% to +5.5% 52% -2.4% to +4.4% 0.0%
Day +4 27 +1.9% -4.2% to +6.0% 70% +0.6% to +4.6% +0.6%
Day +5 27 +2.2% -0.7% to +5.2% 70% +0.1% to +4.3% +0.1%
Day +6 27 +2.8% -3.3% to +5.7% 56% -2.8% to +4.7% 0.0%
Day +7 27 +2.1% -2.8% to +8.3% 63% -1.9% to +6.5% 0.0%
Day +8 27 +4.9% -5.8% to +10.4% 70% +0.6% to +7.8% +0.6%
Day +9 27 +5.3% -4.0% to +10.5% 59% -2.5% to +8.5% 0.0%
Day +10 27 +1.8% -8.3% to +16.5% 59% -1.9% to +12.5% 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

QURE trailing historical statistics
Sessions closed above gamma max 35%
Gamma max crosses 30
Delta neutral crosses 8
Prior-year sessions closer to gamma max 89.7% of 252
Prior-year sessions closer to delta neutral 4.0% of 252
Open interest percentile (1y) 88th
Daily open interest change versus prior year -0.03σ (-311 contracts; 252 prior changes)
Open interest change, 5 sessions +14.8%
Open interest change, 21 sessions +35.8%
History available Dec 1, 2020 → Oct 2, 2026

Recent crosses

  1. closed above delta neutral at 24.16 vs 22.59 (+6.5%)
  2. closed below delta neutral at 24.51 vs 26.60 (-8.5%)
  3. closed below gamma max at 48.72 vs 50.10 (-2.8%)
  4. closed above gamma max at 48.37 vs 42.06 (+13.0%)
  5. closed below gamma max at 46.06 vs 46.44 (-0.8%)
  6. closed above gamma max at 46.42 vs 44.86 (+3.4%)
  7. closed below gamma max at 45.36 vs 45.59 (-0.5%)
  8. closed above gamma max at 44.24 vs 43.99 (+0.6%)
  9. closed below gamma max at 39.43 vs 39.49 (-0.2%)
  10. closed above gamma max at 40.25 vs 34.59 (+14.1%)

In today's screens

Neighbours by open interest

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

Questions people ask about QURE

Where is QURE's gamma max today?

As of Oct 2, 2026, the gamma max for QURE is 32.60, +39.0% from the 23.46 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 QURE above or below its delta neutral price?

QURE closed above delta neutral: 23.46 against a delta neutral price of 22.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QURE have?

234,331 contracts of open interest across 400 listed contracts on Oct 2, 2026, -0.1% 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.