Data through close

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

As of close · rank #2037 by open interest · snapshot page

QYLD's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 14.07, net GEX is 2,319,691, its put/call open-interest ratio is 1.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.63
prev 18.58
Gamma max
18.80
+0.9% from close
Delta neutral
18.10
-2.9% from close
Gamma neutral
14.07
-24.5% from close
Open interest
10,672
+0.5% vs prev
Contracts listed
50
19 calls · 35 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
19.00
+2.0% from close
2026-10-16
GEX flip
14.07
-24.5% from close
Net GEX
2,319,691
21,736,236 per 100k OI
Call wall
19.00
+2.0% from close
Put wall
19.00
+2.0% from close
Put/call OI
1.17
5,761 puts / 4,911 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
14.1
within trailing 52-week range
Front / back ATM IV
+101.7% / +12.4%
89.3 pp front premium
Expected move
+19.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
11.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
458 contracts traded
Normalized net delta
-0.111
option-holder convention
Modeled dealer delta
0.080
opposite-side scenario
Vanna / 100k OI
3,551
volatility-sensitive delta
Charm / 100k OI
148,379
time-decay-sensitive delta
IV surface range
180.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

QYLD closed 0.9% below its gamma max of 18.80. It is 2.9% above the delta neutral price of 18.10. Total open interest is 10,672, +0.5% 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

Questions people ask about QYLD

Where is QYLD's gamma max today?

As of Oct 2, 2026, the gamma max for QYLD is 18.80, +0.9% from the 18.63 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 QYLD above or below its delta neutral price?

QYLD closed above delta neutral: 18.63 against a delta neutral price of 18.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does QYLD have?

10,672 contracts of open interest across 50 listed contracts on Oct 2, 2026, +0.5% 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.