Data through close

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

As of close · rank #2366 by open interest · snapshot page

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WEC's nearest-expiration max pain is 105.00 for 2026-10-16, its GEX flip is 100.12, net GEX is 353,559, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
101.59
prev 101.73
Gamma max
109.18
+7.5% from close
Delta neutral
102.14
+0.5% from close
Gamma neutral
100.12
-1.5% from close
Open interest
6,825
+1.6% vs prev
Contracts listed
87
48 calls · 41 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
105.00
+3.4% from close
2026-10-16
GEX flip
100.12
-1.5% from close
Net GEX
353,559
5,180,346 per 100k OI
Call wall
110.00
+8.3% from close
Put wall
100.00
-1.6% from close
Put/call OI
0.39
1,912 puts / 4,913 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
16.4
within trailing 52-week range
Front / back ATM IV
+19.5% / +20.1%
-0.7 pp front premium
Expected move
+3.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
-54.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
163 contracts traded
Normalized net delta
-0.011
option-holder convention
Modeled dealer delta
0.011
opposite-side scenario
Vanna / 100k OI
2,711
volatility-sensitive delta
Charm / 100k OI
-1,080,308
time-decay-sensitive delta
IV surface range
75.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WEC closed 7.5% below its gamma max of 109.18. It is 0.5% below the delta neutral price of 102.14. Total open interest is 6,825, +1.6% 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

← GEOS (#2365) CNM (#2367) →

Questions people ask about WEC

Where is WEC's gamma max today?

As of Oct 2, 2026, the gamma max for WEC is 109.18, +7.5% from the 101.59 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 WEC above or below its delta neutral price?

WEC closed below delta neutral: 101.59 against a delta neutral price of 102.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WEC have?

6,825 contracts of open interest across 87 listed contracts on Oct 2, 2026, +1.6% 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.