Data through close

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

As of close · rank #4119 by open interest · snapshot page

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UYG's nearest-expiration max pain is 88.00 for 2026-10-16, its GEX flip is 60.41, net GEX is 74,922, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
83.92
prev 83.96
Gamma max
89.27
+6.4% from close
Delta neutral
74.58
-11.1% from close
Gamma neutral
60.41
-28.0% from close
Open interest
453
+0.4% vs prev
Contracts listed
70
54 calls · 21 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
88.00
+4.9% from close
2026-10-16
GEX flip
60.41
-28.0% from close
Net GEX
74,922
16,539,064 per 100k OI
Call wall
88.00
+4.9% from close
Put wall
88.00
+4.9% from close
Put/call OI
0.09
39 puts / 414 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
6.7
within trailing 52-week range
Front / back ATM IV
+33.6% / +33.1%
0.5 pp front premium
Expected move
+6.6%
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
0.04
19 contracts traded
Normalized net delta
0.156
option-holder convention
Modeled dealer delta
-0.156
opposite-side scenario
Vanna / 100k OI
1,766
volatility-sensitive delta
Charm / 100k OI
-777,042
time-decay-sensitive delta
IV surface range
29.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UYG closed 6.4% below its gamma max of 89.27. It is 11.1% above the delta neutral price of 74.58. Total open interest is 453, +0.4% 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

← RTH (#4118) BCPC (#4120) →

Questions people ask about UYG

Where is UYG's gamma max today?

As of Oct 2, 2026, the gamma max for UYG is 89.27, +6.4% from the 83.92 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 UYG above or below its delta neutral price?

UYG closed above delta neutral: 83.92 against a delta neutral price of 74.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UYG have?

453 contracts of open interest across 70 listed contracts on Oct 2, 2026, +0.4% 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.