Data through close

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

As of close · rank #810 by open interest · snapshot page

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UUP's nearest-expiration max pain is 28.00 for 2026-10-16, its GEX flip is 26.44, net GEX is 13,693,683, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
28.89
prev 28.96
Gamma max
29.36
+1.6% from close
Delta neutral
28.16
-2.5% from close
Gamma neutral
26.44
-8.5% from close
Open interest
70,074
+1.2% vs prev
Contracts listed
120
67 calls · 62 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
28.00
-3.1% from close
2026-10-16
GEX flip
26.44
-8.5% from close
Net GEX
13,693,683
19,541,746 per 100k OI
Call wall
30.00
+3.8% from close
Put wall
28.00
-3.1% from close
Put/call OI
0.71
29,124 puts / 40,950 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
27.6
within trailing 52-week range
Front / back ATM IV
+12.5% / +13.5%
-1.1 pp front premium
Expected move
+2.4%
14 DTE · one standard deviation
ATM straddle / spot
+1.1%
front-window midpoint premium
25Δ risk reversal
7.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
1,141 contracts traded
Normalized net delta
0.049
option-holder convention
Modeled dealer delta
-0.040
opposite-side scenario
Vanna / 100k OI
3,402
volatility-sensitive delta
Charm / 100k OI
-9,991
time-decay-sensitive delta
IV surface range
280.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UUP closed 1.6% below its gamma max of 29.36. It is 2.5% above the delta neutral price of 28.16. Total open interest is 70,074, +1.2% 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

Neighbours by open interest

← DVA (#809) UL (#811) →

Questions people ask about UUP

Where is UUP's gamma max today?

As of Oct 2, 2026, the gamma max for UUP is 29.36, +1.6% from the 28.89 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 UUP above or below its delta neutral price?

UUP closed above delta neutral: 28.89 against a delta neutral price of 28.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UUP have?

70,074 contracts of open interest across 120 listed contracts on Oct 2, 2026, +1.2% 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.