Data through close

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

As of close · rank #3950 by open interest · snapshot page

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USPH's nearest-expiration max pain is 90.00 for 2026-10-16, its GEX flip is 63.21, net GEX is 139,106, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
83.72
prev 82.60
Gamma max
89.30
+6.7% from close
Delta neutral
81.63
-2.5% from close
Gamma neutral
63.21
-24.5% from close
Open interest
606
+36.5% vs prev
Contracts listed
20
11 calls · 12 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
90.00
+7.5% from close
2026-10-16
GEX flip
63.21
-24.5% from close
Net GEX
139,106
22,954,749 per 100k OI
Call wall
90.00
+7.5% from close
Put wall
90.00
+7.5% from close
Put/call OI
0.22
111 puts / 495 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
7.0
within trailing 52-week range
Front / back ATM IV
+30.9% / +39.6%
-8.6 pp front premium
Expected move
+6.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.09
57 contracts traded
Normalized net delta
0.060
option-holder convention
Modeled dealer delta
-0.054
opposite-side scenario
Vanna / 100k OI
1,980
volatility-sensitive delta
Charm / 100k OI
-907,756
time-decay-sensitive delta
IV surface range
99.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

USPH closed 6.7% below its gamma max of 89.30. It is 2.5% above the delta neutral price of 81.63. Total open interest is 606, +36.5% 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

← MZTI (#3949) XPEG (#3951) →

Questions people ask about USPH

Where is USPH's gamma max today?

As of Oct 2, 2026, the gamma max for USPH is 89.30, +6.7% from the 83.72 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 USPH above or below its delta neutral price?

USPH closed above delta neutral: 83.72 against a delta neutral price of 81.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does USPH have?

606 contracts of open interest across 20 listed contracts on Oct 2, 2026, +36.5% 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.