WDAY max pain, gamma exposure (GEX) & options open interest
As of close · rank #488 by open interest · 1,392 sessions of history since Dec 1, 2020
WDAY's nearest-expiration max pain is 187.50 for 2026-10-09, its GEX flip is 146.08, net GEX is 7,984,929, its put/call open-interest ratio is 0.57. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: front IV premium -0.1 pp
WDAY closed 9.6% below its gamma max of 204.04. It is 13.1% above the delta neutral price of 161.71. Total open interest is 154,258, -0.6% versus the previous session. Its options catalyst-intensity score is 48.1 out of 100, led by front IV premium -0.1 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -422 contracts · -0.4% |
| Put OI change, 1 session | -446 contracts · -0.8% |
| Call minus put OI growth, 1 session | +0.4 pp |
| Call OI change, 5 sessions | +8,000 contracts · +8.9% |
| Put OI change, 5 sessions | +967 contracts · +1.7% |
| Call minus put OI growth, 5 sessions | +7.1 pp |
| Daily call OI change surprise | -0.12σ (252 prior changes) |
| Daily put OI change surprise | -0.09σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.04σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 12 completed Day +10 paths · latest Aug 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 12 | -0.4% | -1.6% to +0.2% | 42% | -2.3% to +0.4% | 0.0% |
| Day +2 | 12 | -0.9% | -3.7% to +1.2% | 42% | -4.0% to +1.5% | 0.0% |
| Day +3 | 12 | -0.2% | -2.1% to +1.8% | 42% | -3.5% to +2.0% | 0.0% |
| Day +4 | 12 | +0.1% | -1.4% to +1.3% | 50% | -3.7% to +1.7% | 0.0% |
| Day +5 | 12 | -0.7% | -5.5% to +1.0% | 42% | -8.3% to +1.2% | 0.0% |
| Day +6 | 12 | -0.6% | -8.7% to +1.0% | 42% | -9.4% to +1.4% | 0.0% |
| Day +7 | 12 | -2.1% | -10.6% to +2.2% | 42% | -11.6% to +2.5% | 0.0% |
| Day +8 | 12 | -2.7% | -9.7% to +2.2% | 33% | -11.5% to +2.3% | 0.0% |
| Day +9 | 12 | -1.9% | -9.4% to +1.9% | 33% | -9.6% to +2.7% | 0.0% |
| Day +10 | 12 | -1.3% | -9.9% to +1.5% | 33% | -11.7% to +3.0% | 0.0% |
Crosses above gamma max 15 completed Day +10 paths · latest Aug 13, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 15 | -0.1% | -1.3% to +0.9% | 47% | -1.8% to +0.9% | 0.0% |
| Day +2 | 15 | +0.1% | -1.9% to +1.3% | 53% | -2.7% to +1.4% | 0.0% |
| Day +3 | 15 | -0.2% | -3.0% to +1.5% | 40% | -3.0% to +1.5% | 0.0% |
| Day +4 | 15 | -0.5% | -2.8% to +2.9% | 47% | -3.7% to +3.4% | 0.0% |
| Day +5 | 15 | +0.1% | -4.0% to +3.4% | 53% | -4.1% to +3.7% | 0.0% |
| Day +6 | 15 | +0.9% | -3.1% to +3.8% | 53% | -3.1% to +4.8% | 0.0% |
| Day +7 | 15 | +0.7% | -2.6% to +3.3% | 53% | -3.2% to +5.0% | 0.0% |
| Day +8 | 15 | +0.3% | -2.8% to +7.5% | 53% | -3.2% to +9.2% | 0.0% |
| Day +9 | 15 | -0.1% | -5.0% to +4.7% | 47% | -7.6% to +6.6% | 0.0% |
| Day +10 | 15 | -0.6% | -7.3% to +4.3% | 47% | -8.4% to +5.2% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 25 |
| Prior-year sessions closer to gamma max | 31.3% of 252 |
| Prior-year sessions closer to delta neutral | 83.7% of 252 |
| Open interest percentile (1y) | 66th |
| Daily open interest change versus prior year | -0.11σ (-868 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +6.2% |
| Open interest change, 21 sessions | -24.2% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 198.68 vs 214.13 (-7.8%)
- closed above gamma max at 206.45 vs 201.90 (+2.2%)
- closed below gamma max at 158.11 vs 166.49 (-5.3%)
- closed above gamma max at 159.69 vs 157.37 (+1.5%)
- closed above delta neutral at 135.34 vs 134.94 (+0.3%)
- closed below delta neutral at 132.42 vs 135.93 (-2.6%)
- closed below gamma max at 144.78 vs 183.01 (-26.4%)
- closed above gamma max at 145.43 vs 144.62 (+0.6%)
- closed above delta neutral at 130.45 vs 129.16 (+1.0%)
- closed below delta neutral at 130.53 vs 133.94 (-2.6%)
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/WDAY
Questions people ask about WDAY
Where is WDAY's gamma max today?
As of Oct 2, 2026, the gamma max for WDAY is 204.04, +9.6% from the 186.14 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 WDAY above or below its delta neutral price?
WDAY closed above delta neutral: 186.14 against a delta neutral price of 161.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WDAY have?
154,258 contracts of open interest across 609 listed contracts on Oct 2, 2026, -0.6% 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.