Data through close

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

As of close · rank #1872 by open interest · snapshot page

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WGS's nearest-expiration max pain is 85.00 for 2026-10-09, its GEX flip is 85.06, net GEX is -91,009, its put/call open-interest ratio is 0.90. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
73.09
prev 70.96
Gamma max
113.62
+55.5% from close
Delta neutral
74.03
+1.3% from close
Gamma neutral
85.06
+16.4% from close
Open interest
13,170
+9.2% vs prev
Contracts listed
443
292 calls · 216 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
85.00
+16.3% from close
2026-10-09
GEX flip
85.06
+16.4% from close
Net GEX
-91,009
-691,030 per 100k OI
Call wall
90.00
+23.1% from close
Put wall
85.00
+16.3% from close
Put/call OI
0.90
6,242 puts / 6,928 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
86.1
within trailing 52-week range
Front / back ATM IV
+93.9% / +103.9%
-10.0 pp front premium
Expected move
+13.0%
7 DTE · one standard deviation
ATM straddle / spot
+9.6%
front-window midpoint premium
25Δ risk reversal
136.7 pp
put IV minus call IV
IV butterfly
-1.3 pp
front-window smile convexity
Volume / open interest
0.12
1,707 contracts traded
Normalized net delta
0.063
option-holder convention
Modeled dealer delta
-0.063
opposite-side scenario
Vanna / 100k OI
-7
volatility-sensitive delta
Charm / 100k OI
739,492
time-decay-sensitive delta
IV surface range
39.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WGS closed 55.5% below its gamma max of 113.62. It is 1.3% below the delta neutral price of 74.03. Total open interest is 13,170, +9.2% 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

Neighbours by open interest

← BITU (#1871) MDGL (#1873) →

Questions people ask about WGS

Where is WGS's gamma max today?

As of Oct 2, 2026, the gamma max for WGS is 113.62, +55.5% from the 73.09 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 WGS above or below its delta neutral price?

WGS closed below delta neutral: 73.09 against a delta neutral price of 74.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WGS have?

13,170 contracts of open interest across 443 listed contracts on Oct 2, 2026, +9.2% 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.