Data through close

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

As of close · rank #1673 by open interest · snapshot page

WGMI's nearest-expiration max pain is 49.00 for 2026-10-16, its GEX flip is 16.61, net GEX is 404,899, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.34
prev 44.44
Gamma max
50.80
+12.1% from close
Delta neutral
39.24
-13.5% from close
Gamma neutral
16.61
-63.4% from close
Open interest
17,619
+0.1% vs prev
Contracts listed
269
191 calls · 118 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
49.00
+8.1% from close
2026-10-16
GEX flip
16.61
-63.4% from close
Net GEX
404,899
2,298,083 per 100k OI
Call wall
50.00
+10.3% from close
Put wall
45.00
-0.7% from close
Put/call OI
0.85
8,101 puts / 9,518 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
44.2
within trailing 52-week range
Front / back ATM IV
+76.5% / +84.3%
-7.7 pp front premium
Expected move
+15.0%
14 DTE · one standard deviation
ATM straddle / spot
+12.0%
front-window midpoint premium
25Δ risk reversal
14.6 pp
put IV minus call IV
IV butterfly
15.4 pp
front-window smile convexity
Volume / open interest
0.01
104 contracts traded
Normalized net delta
0.095
option-holder convention
Modeled dealer delta
-0.095
opposite-side scenario
Vanna / 100k OI
1,538
volatility-sensitive delta
Charm / 100k OI
-129,128
time-decay-sensitive delta
IV surface range
43.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WGMI closed 12.1% below its gamma max of 50.80. It is 13.5% above the delta neutral price of 39.24. Total open interest is 17,619, +0.1% 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

Questions people ask about WGMI

Where is WGMI's gamma max today?

As of Oct 2, 2026, the gamma max for WGMI is 50.80, +12.1% from the 45.34 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 WGMI above or below its delta neutral price?

WGMI closed above delta neutral: 45.34 against a delta neutral price of 39.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WGMI have?

17,619 contracts of open interest across 269 listed contracts on Oct 2, 2026, +0.1% 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.