Data through close

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

As of close · rank #3574 by open interest · snapshot page

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UTSL's nearest-expiration max pain is 34.00 for 2026-10-16, its GEX flip is 28.95, net GEX is 2,945, its put/call open-interest ratio is 0.92. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
29.90
prev 29.64
Gamma max
40.70
+36.1% from close
Delta neutral
30.58
+2.3% from close
Gamma neutral
28.95
-3.2% from close
Open interest
1,191
+4.7% vs prev
Contracts listed
109
67 calls · 44 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
34.00
+13.7% from close
2026-10-16
GEX flip
28.95
-3.2% from close
Net GEX
2,945
247,283 per 100k OI
Call wall
30.00
+0.3% from close
Put wall
25.00
-16.4% from close
Put/call OI
0.92
572 puts / 619 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
47.8
within trailing 52-week range
Front / back ATM IV
+70.6% / +61.6%
9.0 pp front premium
Expected move
+13.8%
14 DTE · one standard deviation
ATM straddle / spot
+9.8%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
66 contracts traded
Normalized net delta
-0.066
option-holder convention
Modeled dealer delta
0.066
opposite-side scenario
Vanna / 100k OI
588
volatility-sensitive delta
Charm / 100k OI
31,738
time-decay-sensitive delta
IV surface range
86.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UTSL closed 36.1% below its gamma max of 40.70. It is 2.3% below the delta neutral price of 30.58. Total open interest is 1,191, +4.7% 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

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Questions people ask about UTSL

Where is UTSL's gamma max today?

As of Oct 2, 2026, the gamma max for UTSL is 40.70, +36.1% from the 29.90 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 UTSL above or below its delta neutral price?

UTSL closed below delta neutral: 29.90 against a delta neutral price of 30.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UTSL have?

1,191 contracts of open interest across 109 listed contracts on Oct 2, 2026, +4.7% 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.