WHR max pain, gamma exposure (GEX) & options open interest
As of close · rank #391 by open interest · 1,392 sessions of history since Dec 1, 2020
WHR's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 33.76, net GEX is -2,528,594, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · OI change 0.06σ · 14d expected move +11.8%
WHR closed 41.9% below its gamma max of 43.01. It is 10.1% below the delta neutral price of 33.39. Total open interest is 215,488, +0.5% versus the previous session. Its options catalyst-intensity score is 50.9 out of 100, led by IV rank 100, OI change 0.06σ, 14d expected move +11.8%. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +756 contracts · +0.6% |
| Put OI change, 1 session | +299 contracts · +0.3% |
| Call minus put OI growth, 1 session | +0.3 pp |
| Call OI change, 5 sessions | +17,143 contracts · +16.4% |
| Put OI change, 5 sessions | +8,239 contracts · +9.6% |
| Call minus put OI growth, 5 sessions | +6.8 pp |
| Daily call OI change surprise | +0.10σ (252 prior changes) |
| Daily put OI change surprise | +0.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.07σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 9 completed Day +10 paths · latest Jul 3, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 9 | -0.6% | -1.3% to +0.4% | 33% | -1.4% to +0.6% | 0.0% |
| Day +2 | 9 | -0.3% | -2.0% to -0.0% | 22% | -2.4% to +0.9% | 0.0% |
| Day +3 | 9 | -0.8% | -2.3% to +1.1% | 44% | -2.5% to +1.2% | 0.0% |
| Day +4 | 9 | -1.5% | -2.0% to +0.5% | 33% | -2.6% to +1.3% | 0.0% |
| Day +5 | 9 | -1.7% | -2.6% to -1.0% | 11% | -2.9% to -0.3% | -0.3% |
| Day +6 | 9 | -2.0% | -4.1% to -1.0% | 11% | -6.8% to -0.8% | -0.8% |
| Day +7 | 9 | -3.9% | -8.0% to -1.5% | 11% | -8.2% to -1.4% | -1.4% |
| Day +8 | 9 | -5.3% | -7.6% to +0.1% | 33% | -12.5% to +0.2% | 0.0% |
| Day +9 | 9 | -6.6% | -7.8% to -3.7% | 22% | -12.1% to +0.4% | 0.0% |
| Day +10 | 9 | -5.9% | -8.0% to -2.4% | 22% | -15.2% to +0.9% | 0.0% |
Crosses above gamma max 10 completed Day +10 paths · latest Jul 1, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | +0.2% | -0.3% to +0.7% | 70% | -1.9% to +1.0% | 0.0% |
| Day +2 | 10 | -0.3% | -1.2% to +0.6% | 40% | -1.3% to +1.0% | 0.0% |
| Day +3 | 10 | -0.0% | -1.8% to +0.3% | 50% | -2.3% to +0.8% | 0.0% |
| Day +4 | 10 | -1.3% | -3.5% to +0.9% | 40% | -4.9% to +1.5% | 0.0% |
| Day +5 | 10 | -1.6% | -2.2% to +1.4% | 40% | -3.5% to +2.2% | 0.0% |
| Day +6 | 10 | -1.5% | -2.7% to -0.2% | 30% | -3.0% to +1.1% | 0.0% |
| Day +7 | 10 | -1.0% | -3.9% to -0.1% | 30% | -7.2% to +2.6% | 0.0% |
| Day +8 | 10 | -2.0% | -4.8% to +0.1% | 30% | -8.4% to +1.1% | 0.0% |
| Day +9 | 10 | -2.9% | -4.9% to +0.2% | 30% | -8.0% to +0.6% | 0.0% |
| Day +10 | 10 | -5.1% | -7.3% to +0.4% | 30% | -8.7% to +1.2% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 12 |
| Prior-year sessions closer to gamma max | 85.3% of 252 |
| Prior-year sessions closer to delta neutral | 71.0% of 252 |
| Open interest percentile (1y) | 99th |
| Daily open interest change versus prior year | +0.06σ (1,055 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +13.4% |
| Open interest change, 21 sessions | +16.3% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 40.84 vs 41.05 (-0.5%)
- closed above delta neutral at 41.15 vs 40.88 (+0.7%)
- closed below delta neutral at 39.59 vs 40.56 (-2.4%)
- closed above delta neutral at 39.22 vs 38.93 (+0.7%)
- closed below delta neutral at 38.85 vs 39.93 (-2.8%)
- closed above delta neutral at 40.72 vs 40.29 (+1.0%)
- closed below delta neutral at 71.67 vs 80.75 (-12.7%)
- closed above delta neutral at 79.99 vs 78.64 (+1.7%)
- closed below delta neutral at 76.96 vs 78.65 (-2.2%)
- closed above delta neutral at 74.50 vs 74.03 (+0.6%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/WHR
Questions people ask about WHR
Where is WHR's gamma max today?
As of Oct 2, 2026, the gamma max for WHR is 43.01, +41.9% from the 30.31 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 WHR above or below its delta neutral price?
WHR closed below delta neutral: 30.31 against a delta neutral price of 33.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WHR have?
215,488 contracts of open interest across 538 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.