Data through close

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

As of close · rank #806 by open interest · snapshot page

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UPRO's nearest-expiration max pain is 144.00 for 2026-10-09, its GEX flip is 139.43, net GEX is 2,902,231, its put/call open-interest ratio is 0.93. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
150.88
prev 147.77
Gamma max
155.43
+3.0% from close
Delta neutral
139.25
-7.7% from close
Gamma neutral
139.43
-7.6% from close
Open interest
70,650
-10.4% vs prev
Contracts listed
735
453 calls · 408 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
144.00
-4.6% from close
2026-10-09
GEX flip
139.43
-7.6% from close
Net GEX
2,902,231
4,107,900 per 100k OI
Call wall
154.00
+2.1% from close
Put wall
135.00
-10.5% from close
Put/call OI
0.93
34,116 puts / 36,534 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
74.2
within trailing 52-week range
Front / back ATM IV
+34.5% / +38.6%
-4.0 pp front premium
Expected move
+4.8%
7 DTE · one standard deviation
ATM straddle / spot
+3.5%
front-window midpoint premium
25Δ risk reversal
10.1 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.16
12,392 contracts traded
Normalized net delta
0.245
option-holder convention
Modeled dealer delta
-0.236
opposite-side scenario
Vanna / 100k OI
132
volatility-sensitive delta
Charm / 100k OI
-1,310,768
time-decay-sensitive delta
IV surface range
141.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UPRO closed 3.0% below its gamma max of 155.43. It is 7.7% above the delta neutral price of 139.25. Total open interest is 70,650, -10.4% 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

← ITB (#805) FVRR (#807) →

Questions people ask about UPRO

Where is UPRO's gamma max today?

As of Oct 2, 2026, the gamma max for UPRO is 155.43, +3.0% from the 150.88 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 UPRO above or below its delta neutral price?

UPRO closed above delta neutral: 150.88 against a delta neutral price of 139.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UPRO have?

70,650 contracts of open interest across 735 listed contracts on Oct 2, 2026, -10.4% 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.