Data through close

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

As of close · rank #2831 by open interest · snapshot page

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WAB's nearest-expiration max pain is 280.00 for 2026-10-16, its GEX flip is 280.42, net GEX is 170,321, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
287.68
prev 287.84
Gamma max
307.96
+7.1% from close
Delta neutral
276.28
-4.0% from close
Gamma neutral
280.42
-2.5% from close
Open interest
3,388
+0.5% vs prev
Contracts listed
117
96 calls · 50 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
280.00
-2.7% from close
2026-10-16
GEX flip
280.42
-2.5% from close
Net GEX
170,321
5,027,172 per 100k OI
Call wall
300.00
+4.3% from close
Put wall
270.00
-6.1% from close
Put/call OI
0.68
1,375 puts / 2,013 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
24.3
within trailing 52-week range
Front / back ATM IV
+23.5% / +26.7%
-3.2 pp front premium
Expected move
+4.6%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
0.5 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.02
70 contracts traded
Normalized net delta
0.136
option-holder convention
Modeled dealer delta
-0.136
opposite-side scenario
Vanna / 100k OI
2,686
volatility-sensitive delta
Charm / 100k OI
-301,151
time-decay-sensitive delta
IV surface range
56.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WAB closed 7.1% below its gamma max of 307.96. It is 4.0% above the delta neutral price of 276.28. Total open interest is 3,388, +0.5% 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

← IQQ (#2830) ARW (#2832) →

Questions people ask about WAB

Where is WAB's gamma max today?

As of Oct 2, 2026, the gamma max for WAB is 307.96, +7.1% from the 287.68 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 WAB above or below its delta neutral price?

WAB closed above delta neutral: 287.68 against a delta neutral price of 276.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WAB have?

3,388 contracts of open interest across 117 listed contracts on Oct 2, 2026, +0.5% 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.