Data through close

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

As of close · rank #2449 by open interest · snapshot page

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URBN's nearest-expiration max pain is 74.00 for 2026-10-09, its GEX flip is 69.91, net GEX is 481,402, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
80.80
prev 78.77
Gamma max
84.49
+4.6% from close
Delta neutral
73.38
-9.2% from close
Gamma neutral
69.91
-13.5% from close
Open interest
6,062
-17.2% vs prev
Contracts listed
208
120 calls · 114 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
74.00
-8.4% from close
2026-10-09
GEX flip
69.91
-13.5% from close
Net GEX
481,402
7,941,306 per 100k OI
Call wall
80.00
-1.0% from close
Put wall
80.00
-1.0% from close
Put/call OI
0.71
2,522 puts / 3,540 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
93.3
within trailing 52-week range
Front / back ATM IV
+36.7% / +40.1%
-3.4 pp front premium
Expected move
+5.1%
7 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
10.3 pp
put IV minus call IV
IV butterfly
-5.6 pp
front-window smile convexity
Volume / open interest
0.03
222 contracts traded
Normalized net delta
0.202
option-holder convention
Modeled dealer delta
-0.191
opposite-side scenario
Vanna / 100k OI
611
volatility-sensitive delta
Charm / 100k OI
-452,391
time-decay-sensitive delta
IV surface range
169.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

URBN closed 4.6% below its gamma max of 84.49. It is 9.2% above the delta neutral price of 73.38. Total open interest is 6,062, -17.2% 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

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In today's screens

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Neighbours by open interest

← HTFL (#2448) MTRX (#2450) →

Questions people ask about URBN

Where is URBN's gamma max today?

As of Oct 2, 2026, the gamma max for URBN is 84.49, +4.6% from the 80.80 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 URBN above or below its delta neutral price?

URBN closed above delta neutral: 80.80 against a delta neutral price of 73.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does URBN have?

6,062 contracts of open interest across 208 listed contracts on Oct 2, 2026, -17.2% 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.