Data through close

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

As of close · rank #3252 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

WCN's nearest-expiration max pain is 155.00 for 2026-10-16, its GEX flip is 142.53, net GEX is 224,109, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
153.82
prev 150.66
Gamma max
165.40
+7.5% from close
Delta neutral
150.83
-1.9% from close
Gamma neutral
142.53
-7.3% from close
Open interest
1,889
+0.2% vs prev
Contracts listed
82
49 calls · 35 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
155.00
+0.8% from close
2026-10-16
GEX flip
142.53
-7.3% from close
Net GEX
224,109
11,863,919 per 100k OI
Call wall
165.00
+7.3% from close
Put wall
155.00
+0.8% from close
Put/call OI
0.20
315 puts / 1,574 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
3.5
within trailing 52-week range
Front / back ATM IV
+21.3% / +24.0%
-2.7 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+3.3%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.54
1,022 contracts traded
Normalized net delta
0.155
option-holder convention
Modeled dealer delta
-0.154
opposite-side scenario
Vanna / 100k OI
1,165
volatility-sensitive delta
Charm / 100k OI
-879,037
time-decay-sensitive delta
IV surface range
50.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WCN closed 7.5% below its gamma max of 165.40. It is 1.9% above the delta neutral price of 150.83. Total open interest is 1,889, +0.2% 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

← AXTX (#3251) SKIN (#3253) →

Questions people ask about WCN

Where is WCN's gamma max today?

As of Oct 2, 2026, the gamma max for WCN is 165.40, +7.5% from the 153.82 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 WCN above or below its delta neutral price?

WCN closed above delta neutral: 153.82 against a delta neutral price of 150.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WCN have?

1,889 contracts of open interest across 82 listed contracts on Oct 2, 2026, +0.2% 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.