Data through close

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

As of close · rank #3122 by open interest · snapshot page

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WH's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 83.00, net GEX is -210,433, its put/call open-interest ratio is 2.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.79
prev 71.49
Gamma max
91.32
+27.2% from close
Delta neutral
75.08
+4.6% from close
Gamma neutral
83.00
+15.6% from close
Open interest
2,285
+23.2% vs prev
Contracts listed
47
29 calls · 20 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
75.00
+4.5% from close
2026-10-16
GEX flip
83.00
+15.6% from close
Net GEX
-210,433
-9,209,309 per 100k OI
Call wall
75.00
+4.5% from close
Put wall
70.00
-2.5% from close
Put/call OI
2.32
1,597 puts / 688 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
35.5
within trailing 52-week range
Front / back ATM IV
+38.9% / +37.3%
1.6 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-3.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
179 contracts traded
Normalized net delta
-0.092
option-holder convention
Modeled dealer delta
0.092
opposite-side scenario
Vanna / 100k OI
4,201
volatility-sensitive delta
Charm / 100k OI
892,035
time-decay-sensitive delta
IV surface range
214.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WH closed 27.2% below its gamma max of 91.32. It is 4.6% below the delta neutral price of 75.08. Total open interest is 2,285, +23.2% 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

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Neighbours by open interest

← PLXS (#3121) SKDD (#3123) →

Questions people ask about WH

Where is WH's gamma max today?

As of Oct 2, 2026, the gamma max for WH is 91.32, +27.2% from the 71.79 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 WH above or below its delta neutral price?

WH closed below delta neutral: 71.79 against a delta neutral price of 75.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WH have?

2,285 contracts of open interest across 47 listed contracts on Oct 2, 2026, +23.2% 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.