Data through close

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

As of close · rank #1032 by open interest · snapshot page

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WELL's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 230.09, net GEX is -373,878, its put/call open-interest ratio is 1.00. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
227.86
prev 227.20
Gamma max
251.78
+10.5% from close
Delta neutral
224.68
-1.4% from close
Gamma neutral
230.09
+1.0% from close
Open interest
46,138
+2.0% vs prev
Contracts listed
283
173 calls · 154 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
240.00
+5.3% from close
2026-10-16
GEX flip
230.09
+1.0% from close
Net GEX
-373,878
-810,347 per 100k OI
Call wall
240.00
+5.3% from close
Put wall
220.00
-3.4% from close
Put/call OI
1.00
23,124 puts / 23,014 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
6.6
within trailing 52-week range
Front / back ATM IV
+25.9% / +26.5%
-0.6 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
-0.3 pp
put IV minus call IV
IV butterfly
-0.2 pp
front-window smile convexity
Volume / open interest
0.03
1,280 contracts traded
Normalized net delta
0.095
option-holder convention
Modeled dealer delta
-0.094
opposite-side scenario
Vanna / 100k OI
3,297
volatility-sensitive delta
Charm / 100k OI
119,355
time-decay-sensitive delta
IV surface range
44.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WELL closed 10.5% below its gamma max of 251.78. It is 1.4% above the delta neutral price of 224.68. Total open interest is 46,138, +2.0% 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

← PAYX (#1031) OCUL (#1033) →

Questions people ask about WELL

Where is WELL's gamma max today?

As of Oct 2, 2026, the gamma max for WELL is 251.78, +10.5% from the 227.86 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 WELL above or below its delta neutral price?

WELL closed above delta neutral: 227.86 against a delta neutral price of 224.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WELL have?

46,138 contracts of open interest across 283 listed contracts on Oct 2, 2026, +2.0% 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.