Data through close

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

As of close · rank #4375 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

WAFD's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 21.00, net GEX is 15,586, its put/call open-interest ratio is 0.54. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.80
prev 29.98
Gamma max
33.45
+8.6% from close
Delta neutral
26.86
-12.8% from close
Gamma neutral
21.00
-31.8% from close
Open interest
264
+3.1% vs prev
Contracts listed
23
16 calls · 8 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
30.00
-2.6% from close
2026-10-16
GEX flip
21.00
-31.8% from close
Net GEX
15,586
5,903,755 per 100k OI
Call wall
40.00
+29.9% from close
Put wall
20.00
-35.1% from close
Put/call OI
0.54
93 puts / 171 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
32.9
within trailing 52-week range
Front / back ATM IV
+95.1% / +59.3%
35.8 pp front premium
Expected move
+18.6%
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
0.00
0 contracts traded
Normalized net delta
0.116
option-holder convention
Modeled dealer delta
-0.116
opposite-side scenario
Vanna / 100k OI
3,788
volatility-sensitive delta
Charm / 100k OI
-2,399,621
time-decay-sensitive delta
IV surface range
132.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WAFD closed 8.6% below its gamma max of 33.45. It is 12.8% above the delta neutral price of 26.86. Total open interest is 264, +3.1% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← PRI (#4374) CHPX (#4376) →

Questions people ask about WAFD

Where is WAFD's gamma max today?

As of Oct 2, 2026, the gamma max for WAFD is 33.45, +8.6% from the 30.80 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 WAFD above or below its delta neutral price?

WAFD closed above delta neutral: 30.80 against a delta neutral price of 26.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WAFD have?

264 contracts of open interest across 23 listed contracts on Oct 2, 2026, +3.1% 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.