Data through close

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

As of close · rank #3204 by open interest · snapshot page

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WMS's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 146.56, net GEX is -531,131, its put/call open-interest ratio is 1.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
127.27
prev 126.86
Gamma max
158.11
+24.2% from close
Delta neutral
137.71
+8.2% from close
Gamma neutral
146.56
+15.2% from close
Open interest
1,998
+0.1% vs prev
Contracts listed
87
46 calls · 44 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
130.00
+2.1% from close
2026-10-16
GEX flip
146.56
+15.2% from close
Net GEX
-531,131
-26,583,150 per 100k OI
Call wall
145.00
+13.9% from close
Put wall
130.00
+2.1% from close
Put/call OI
1.70
1,259 puts / 739 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
7.5
within trailing 52-week range
Front / back ATM IV
+34.8% / +41.9%
-7.0 pp front premium
Expected move
+6.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-13.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
1.00
2,007 contracts traded
Normalized net delta
-0.226
option-holder convention
Modeled dealer delta
0.226
opposite-side scenario
Vanna / 100k OI
-150
volatility-sensitive delta
Charm / 100k OI
8,009,810
time-decay-sensitive delta
IV surface range
55.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WMS closed 24.2% below its gamma max of 158.11. It is 8.2% below the delta neutral price of 137.71. Total open interest is 1,998, +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

← STAG (#3203) GNTX (#3205) →

Questions people ask about WMS

Where is WMS's gamma max today?

As of Oct 2, 2026, the gamma max for WMS is 158.11, +24.2% from the 127.27 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 WMS above or below its delta neutral price?

WMS closed below delta neutral: 127.27 against a delta neutral price of 137.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WMS have?

1,998 contracts of open interest across 87 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.