Data through close

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

As of close · rank #1522 by open interest · snapshot page

WAL's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 75.55, net GEX is 94,500, its put/call open-interest ratio is 1.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
76.38
prev 75.70
Gamma max
92.35
+20.9% from close
Delta neutral
77.11
+1.0% from close
Gamma neutral
75.55
-1.1% from close
Open interest
21,338
+0.3% vs prev
Contracts listed
240
138 calls · 122 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
80.00
+4.7% from close
2026-10-16
GEX flip
75.55
-1.1% from close
Net GEX
94,500
442,871 per 100k OI
Call wall
80.00
+4.7% from close
Put wall
65.00
-14.9% from close
Put/call OI
1.35
12,247 puts / 9,091 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
15.8
within trailing 52-week range
Front / back ATM IV
+35.3% / +37.9%
-2.6 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
1.3 pp
put IV minus call IV
IV butterfly
9.7 pp
front-window smile convexity
Volume / open interest
0.01
288 contracts traded
Normalized net delta
-0.006
option-holder convention
Modeled dealer delta
0.006
opposite-side scenario
Vanna / 100k OI
4,058
volatility-sensitive delta
Charm / 100k OI
5,802
time-decay-sensitive delta
IV surface range
29.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WAL closed 20.9% below its gamma max of 92.35. It is 1.0% below the delta neutral price of 77.11. Total open interest is 21,338, +0.3% 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

Questions people ask about WAL

Where is WAL's gamma max today?

As of Oct 2, 2026, the gamma max for WAL is 92.35, +20.9% from the 76.38 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 WAL above or below its delta neutral price?

WAL closed below delta neutral: 76.38 against a delta neutral price of 77.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WAL have?

21,338 contracts of open interest across 240 listed contracts on Oct 2, 2026, +0.3% 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.