Data through close

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

As of close · rank #204 by open interest · 1,394 sessions of history since Dec 1, 2020

UUUU's nearest-expiration max pain is 11.50 for 2026-10-09, its GEX flip is 8.17, net GEX is 4,065,836, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.73
prev 10.71
Gamma max
14.83
+38.2% from close
Delta neutral
10.21
-4.9% from close
Gamma neutral
8.17
-23.9% from close
Open interest
491,908
-2.4% vs prev
Contracts listed
387
250 calls · 184 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
11.50
+7.2% from close
2026-10-09
GEX flip
8.17
-23.9% from close
Net GEX
4,065,836
826,544 per 100k OI
Call wall
17.00
+58.4% from close
Put wall
10.00
-6.8% from close
Put/call OI
0.39
138,792 puts / 353,116 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
40.3
cross-sectional score / 100
Directional score
4.8
mixed positioning
IV rank
100.0
within trailing 52-week range
Front / back ATM IV
+59.6% / +69.1%
-9.4 pp front premium
Expected move
+8.3%
7 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
1.5 pp
put IV minus call IV
IV butterfly
2.0 pp
front-window smile convexity
Volume / open interest
0.03
14,504 contracts traded
Normalized net delta
0.060
option-holder convention
Modeled dealer delta
-0.060
opposite-side scenario
Vanna / 100k OI
3,716
volatility-sensitive delta
Charm / 100k OI
-193,570
time-decay-sensitive delta
IV surface range
71.5 pp
published contour maximum minus minimum

Strongest relative signals: IV rank 100

Download the complete dated analysis JSON .

UUUU closed 38.2% below its gamma max of 14.83. It is 4.9% above the delta neutral price of 10.21. Total open interest is 491,908, -2.4% versus the previous session. Its options catalyst-intensity score is 40.3 out of 100, led by IV rank 100. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

UUUU call and put open interest changes
Measure Value
Call OI change, 1 session -9,601 contracts · -2.6%
Put OI change, 1 session -2,629 contracts · -1.9%
Call minus put OI growth, 1 session -0.8 pp
Call OI change, 5 sessions +7,816 contracts · +2.3%
Put OI change, 5 sessions +3,367 contracts · +2.5%
Call minus put OI growth, 5 sessions -0.2 pp
Daily call OI change surprise -0.37σ (252 prior changes)
Daily put OI change surprise -0.22σ (252 prior changes)
Daily call-minus-put growth surprise -0.28σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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What followed prior gamma-max crosses?

Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.

Crosses below gamma max 58 completed Day +10 paths · latest Apr 23, 2026
UUUU returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -26.0% -13.0% 0% +13.0% +26.0% Cross on Dec 4, 2020 Cross on Dec 9, 2020 Cross on Dec 17, 2020 Cross on Dec 21, 2020 Cross on Dec 29, 2020 Cross on Feb 2, 2021 Cross on Feb 26, 2021 Cross on Mar 4, 2021 Cross on Mar 17, 2021 Cross on May 25, 2021 Cross on May 28, 2021 Cross on Jun 3, 2021 Cross on Jun 8, 2021 Cross on Sep 21, 2021 Cross on Oct 19, 2021 Cross on Oct 21, 2021 Cross on Nov 16, 2021 Cross on Nov 19, 2021 Cross on Mar 14, 2022 Cross on Mar 21, 2022 Cross on Mar 24, 2022 Cross on Mar 28, 2022 Cross on Apr 18, 2022 Cross on Jul 21, 2022 Cross on Aug 1, 2022 Cross on Aug 9, 2022 Cross on Aug 26, 2022 Cross on Sep 1, 2022 Cross on Dec 14, 2022 Cross on Jan 24, 2023 Cross on Jan 31, 2023 Cross on Feb 17, 2023 Cross on May 11, 2023 Cross on May 16, 2023 Cross on May 19, 2023 Cross on Aug 8, 2023 Cross on Aug 14, 2023 Cross on Aug 18, 2023 Cross on Aug 31, 2023 Cross on Sep 7, 2023 Cross on Sep 13, 2023 Cross on Sep 15, 2023 Cross on Mar 13, 2024 Cross on Oct 21, 2024 Cross on Nov 19, 2024 Cross on Apr 21, 2025 Cross on Jun 6, 2025 Cross on Jul 22, 2025 Cross on Jul 28, 2025 Cross on Aug 7, 2025 Cross on Aug 25, 2025 Cross on Aug 27, 2025 Cross on Sep 10, 2025 Cross on Sep 25, 2025 Cross on Jan 21, 2026 Cross on Jan 23, 2026 Cross on Jan 29, 2026 Cross on Apr 23, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
UUUU historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 58 +0.5% -3.1% to +3.3% 53% -0.5% to +1.9% 0.0%
Day +2 58 +1.0% -2.4% to +4.2% 55% -0.7% to +2.5% 0.0%
Day +3 58 +1.3% -3.5% to +6.2% 60% 0.0% to +2.8% 0.0%
Day +4 58 +0.8% -3.6% to +6.0% 53% -1.3% to +3.5% 0.0%
Day +5 58 +2.0% -2.4% to +6.6% 59% -0.7% to +3.8% 0.0%
Day +6 58 +1.1% -4.5% to +6.5% 53% -1.7% to +4.3% 0.0%
Day +7 58 +0.8% -3.0% to +6.8% 57% -1.3% to +4.4% 0.0%
Day +8 58 +1.7% -5.2% to +9.7% 59% -0.4% to +5.5% 0.0%
Day +9 58 +4.0% -5.3% to +10.2% 62% +0.7% to +7.3% +0.7%
Day +10 58 +3.2% -5.0% to +10.3% 60% 0.0% to +6.6% 0.0%
Crosses above gamma max 55 completed Day +10 paths · latest Apr 22, 2026
UUUU returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -28.0% -14.0% 0% +14.0% +28.0% Cross on Dec 2, 2020 Cross on Dec 7, 2020 Cross on Dec 10, 2020 Cross on Dec 18, 2020 Cross on Dec 28, 2020 Cross on Jan 14, 2021 Cross on Feb 1, 2021 Cross on Mar 2, 2021 Cross on Mar 15, 2021 Cross on May 21, 2021 Cross on May 27, 2021 Cross on Jun 1, 2021 Cross on Jun 7, 2021 Cross on Sep 1, 2021 Cross on Oct 18, 2021 Cross on Oct 20, 2021 Cross on Nov 3, 2021 Cross on Nov 18, 2021 Cross on Feb 28, 2022 Cross on Mar 18, 2022 Cross on Mar 23, 2022 Cross on Mar 25, 2022 Cross on Apr 14, 2022 Cross on Jul 29, 2022 Cross on Aug 5, 2022 Cross on Aug 24, 2022 Cross on Aug 29, 2022 Cross on Dec 12, 2022 Cross on Jan 20, 2023 Cross on Jan 25, 2023 Cross on Feb 16, 2023 Cross on May 9, 2023 Cross on May 15, 2023 Cross on May 18, 2023 Cross on Aug 7, 2023 Cross on Aug 9, 2023 Cross on Aug 15, 2023 Cross on Aug 30, 2023 Cross on Sep 1, 2023 Cross on Sep 12, 2023 Cross on Sep 14, 2023 Cross on Oct 18, 2024 Cross on Nov 18, 2024 Cross on Jun 4, 2025 Cross on Jul 24, 2025 Cross on Aug 4, 2025 Cross on Aug 22, 2025 Cross on Aug 26, 2025 Cross on Sep 9, 2025 Cross on Sep 15, 2025 Cross on Oct 9, 2025 Cross on Jan 20, 2026 Cross on Jan 22, 2026 Cross on Jan 28, 2026 Cross on Apr 22, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
UUUU historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 55 -0.8% -3.1% to +1.9% 36% -2.1% to 0.0% 0.0%
Day +2 55 -0.3% -4.4% to +4.0% 44% -2.7% to +1.9% 0.0%
Day +3 55 +0.1% -5.9% to +4.8% 51% -2.1% to +2.9% 0.0%
Day +4 55 +0.3% -6.4% to +7.4% 51% -2.9% to +2.7% 0.0%
Day +5 55 -0.6% -7.1% to +6.9% 47% -3.6% to +2.8% 0.0%
Day +6 55 -1.3% -6.4% to +7.6% 47% -5.1% to +4.2% 0.0%
Day +7 55 -0.7% -5.9% to +8.4% 49% -2.9% to +2.2% 0.0%
Day +8 55 -0.7% -4.6% to +8.4% 45% -2.6% to +3.6% 0.0%
Day +9 55 +0.8% -7.1% to +11.7% 55% -2.6% to +5.5% 0.0%
Day +10 55 +3.7% -7.3% to +12.6% 64% +0.8% to +6.2% +0.8%

Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.

Last 252 sessions

UUUU trailing historical statistics
Sessions closed above gamma max 4%
Gamma max crosses 12
Delta neutral crosses 0
Prior-year sessions closer to gamma max 94.0% of 252
Prior-year sessions closer to delta neutral 1.2% of 252
Open interest percentile (1y) 31th
Daily open interest change versus prior year -0.33σ (-12,230 contracts; 252 prior changes)
Open interest change, 5 sessions +2.3%
Open interest change, 21 sessions +6.7%
History available Dec 1, 2020 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 21.91 vs 22.59 (-3.1%)
  2. closed above gamma max at 22.63 vs 22.60 (+0.1%)
  3. closed below gamma max at 24.89 vs 26.66 (-7.1%)
  4. closed above gamma max at 27.70 vs 27.25 (+1.6%)
  5. closed below gamma max at 25.46 vs 25.64 (-0.7%)
  6. closed above gamma max at 24.41 vs 24.29 (+0.5%)
  7. closed below gamma max at 22.54 vs 23.93 (-6.2%)
  8. closed above gamma max at 23.50 vs 22.47 (+4.4%)
  9. closed below gamma max at 14.07 vs 16.69 (-18.6%)
  10. closed above gamma max at 14.40 vs 1.00 (+93.1%)

In today's screens

Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/UUUU

Questions people ask about UUUU

Where is UUUU's gamma max today?

As of Oct 2, 2026, the gamma max for UUUU is 14.83, +38.2% from the 10.73 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 UUUU above or below its delta neutral price?

UUUU closed above delta neutral: 10.73 against a delta neutral price of 10.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UUUU have?

491,908 contracts of open interest across 387 listed contracts on Oct 2, 2026, -2.4% 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.