Data through close

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

As of close · rank #1101 by open interest · snapshot page

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ULTA's nearest-expiration max pain is 540.00 for 2026-10-09, its GEX flip is 539.18, net GEX is 265,121, its put/call open-interest ratio is 0.98. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
543.69
prev 537.73
Gamma max
605.13
+11.3% from close
Delta neutral
522.75
-3.9% from close
Gamma neutral
539.18
-0.8% from close
Open interest
41,184
-6.1% vs prev
Contracts listed
908
554 calls · 447 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
540.00
-0.7% from close
2026-10-09
GEX flip
539.18
-0.8% from close
Net GEX
265,121
643,747 per 100k OI
Call wall
600.00
+10.4% from close
Put wall
470.00
-13.6% from close
Put/call OI
0.98
20,430 puts / 20,754 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
83.8
within trailing 52-week range
Front / back ATM IV
+35.2% / +31.9%
3.3 pp front premium
Expected move
+4.9%
7 DTE · one standard deviation
ATM straddle / spot
+5.1%
front-window midpoint premium
25Δ risk reversal
-33.2 pp
put IV minus call IV
IV butterfly
-3.8 pp
front-window smile convexity
Volume / open interest
0.08
3,520 contracts traded
Normalized net delta
0.144
option-holder convention
Modeled dealer delta
-0.144
opposite-side scenario
Vanna / 100k OI
1,582
volatility-sensitive delta
Charm / 100k OI
2,913,983
time-decay-sensitive delta
IV surface range
93.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ULTA closed 11.3% below its gamma max of 605.13. It is 3.9% above the delta neutral price of 522.75. Total open interest is 41,184, -6.1% 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

← ABEV (#1100) SYY (#1102) →

Questions people ask about ULTA

Where is ULTA's gamma max today?

As of Oct 2, 2026, the gamma max for ULTA is 605.13, +11.3% from the 543.69 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 ULTA above or below its delta neutral price?

ULTA closed above delta neutral: 543.69 against a delta neutral price of 522.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ULTA have?

41,184 contracts of open interest across 908 listed contracts on Oct 2, 2026, -6.1% 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.