Data through close

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

As of close · rank #2723 by open interest · snapshot page

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WLK's nearest-expiration max pain is 65.00 for 2026-10-16, net GEX is 212,057, its put/call open-interest ratio is 0.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
63.50
prev 62.47
Gamma max
74.09
+16.7% from close
Delta neutral
59.79
-5.8% from close
Gamma neutral
63.50
0.0% from close
Open interest
3,925
+6.1% vs prev
Contracts listed
108
74 calls · 37 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
65.00
+2.4% from close
2026-10-16
GEX flip
–
Net GEX
212,057
5,402,737 per 100k OI
Call wall
80.00
+26.0% from close
Put wall
55.00
-13.4% from close
Put/call OI
0.32
945 puts / 2,980 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
23.9
within trailing 52-week range
Front / back ATM IV
+37.8% / +45.4%
-7.7 pp front premium
Expected move
+7.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.0%
front-window midpoint premium
25Δ risk reversal
2.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
48 contracts traded
Normalized net delta
0.064
option-holder convention
Modeled dealer delta
-0.064
opposite-side scenario
Vanna / 100k OI
5,580
volatility-sensitive delta
Charm / 100k OI
-639,898
time-decay-sensitive delta
IV surface range
102.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WLK closed 16.7% below its gamma max of 74.09. It is 5.8% above the delta neutral price of 59.79. Total open interest is 3,925, +6.1% 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

← CVU (#2722) ELME (#2724) →

Questions people ask about WLK

Where is WLK's gamma max today?

As of Oct 2, 2026, the gamma max for WLK is 74.09, +16.7% from the 63.50 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 WLK above or below its delta neutral price?

WLK closed above delta neutral: 63.50 against a delta neutral price of 59.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WLK have?

3,925 contracts of open interest across 108 listed contracts on Oct 2, 2026, +6.1% 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.