Data through close

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

As of close · rank #1134 by open interest · snapshot page

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WES's nearest-expiration max pain is 47.00 for 2026-10-16, its GEX flip is 38.44, net GEX is 1,627,936, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.76
prev 44.38
Gamma max
49.60
+10.8% from close
Delta neutral
43.56
-2.7% from close
Gamma neutral
38.44
-14.1% from close
Open interest
39,119
+0.5% vs prev
Contracts listed
166
89 calls · 101 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
47.00
+5.0% from close
2026-10-16
GEX flip
38.44
-14.1% from close
Net GEX
1,627,936
4,161,496 per 100k OI
Call wall
45.00
+0.5% from close
Put wall
44.00
-1.7% from close
Put/call OI
0.58
14,434 puts / 24,685 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
0.0
within trailing 52-week range
Front / back ATM IV
+22.4% / +25.0%
-2.6 pp front premium
Expected move
+4.4%
14 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
-3.8 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.02
935 contracts traded
Normalized net delta
0.085
option-holder convention
Modeled dealer delta
-0.076
opposite-side scenario
Vanna / 100k OI
3,656
volatility-sensitive delta
Charm / 100k OI
117,431
time-decay-sensitive delta
IV surface range
73.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WES closed 10.8% below its gamma max of 49.60. It is 2.7% above the delta neutral price of 43.56. Total open interest is 39,119, +0.5% 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

← NTRA (#1133) VRNS (#1135) →

Questions people ask about WES

Where is WES's gamma max today?

As of Oct 2, 2026, the gamma max for WES is 49.60, +10.8% from the 44.76 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 WES above or below its delta neutral price?

WES closed above delta neutral: 44.76 against a delta neutral price of 43.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WES have?

39,119 contracts of open interest across 166 listed contracts on Oct 2, 2026, +0.5% 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.