WOLF max pain, gamma exposure (GEX) & options open interest
As of close · rank #300 by open interest · 1,168 sessions of history since Oct 4, 2021
WOLF's nearest-expiration max pain is 27.00 for 2026-10-09, its GEX flip is 25.56, net GEX is 10,143,243, its put/call open-interest ratio is 0.44. 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: 7d expected move +13.4% · volume/OI 0.12 · 25Δ risk reversal 39.4 pp
WOLF closed 0.7% above its gamma max of 35.02. It is 37.3% above the delta neutral price of 22.11. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 304,660, -2.6% versus the previous session. Its options catalyst-intensity score is 49.5 out of 100, led by 7d expected move +13.4%, volume/OI 0.12, 25Δ risk reversal 39.4 pp. 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 | -4,676 contracts · -2.2% |
| Put OI change, 1 session | -3,514 contracts · -3.6% |
| Call minus put OI growth, 1 session | +1.5 pp |
| Call OI change, 5 sessions | -15,109 contracts · -6.7% |
| Put OI change, 5 sessions | -1,479 contracts · -1.6% |
| Call minus put OI growth, 5 sessions | -5.1 pp |
| Daily call OI change surprise | -0.22σ (244 prior changes) |
| Daily put OI change surprise | -0.25σ (244 prior changes) |
| Daily call-minus-put growth surprise | -0.02σ (243 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
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 above gamma max 8 completed Day +10 paths · latest Jun 4, 2026 fresh cross
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | -0.6% | -2.6% to +3.7% | 38% | -4.2% to +4.4% | 0.0% |
| Day +2 | 8 | -1.2% | -2.3% to +2.4% | 25% | -2.9% to +11.5% | 0.0% |
| Day +3 | 8 | -0.7% | -3.4% to +5.5% | 50% | -7.1% to +17.5% | 0.0% |
| Day +4 | 8 | -1.7% | -5.9% to +3.7% | 38% | -7.7% to +11.9% | 0.0% |
| Day +5 | 8 | -1.8% | -7.6% to +5.1% | 38% | -13.4% to +16.2% | 0.0% |
| Day +6 | 8 | -2.9% | -9.4% to +8.1% | 50% | -15.5% to +29.1% | 0.0% |
| Day +7 | 8 | -1.7% | -12.6% to +10.5% | 50% | -12.9% to +24.3% | 0.0% |
| Day +8 | 8 | -3.9% | -11.5% to +10.8% | 38% | -13.3% to +28.1% | 0.0% |
| Day +9 | 8 | -5.4% | -11.7% to +7.1% | 38% | -14.5% to +20.1% | 0.0% |
| Day +10 | 8 | -7.4% | -11.2% to +7.5% | 25% | -14.9% to +35.0% | 0.0% |
Crosses below gamma max 5 completed Day +10 paths · latest Dec 27, 2023
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 5 | +0.0% | -1.5% to +3.6% | 60% | -2.2% to +8.8% | 0.0% |
| Day +2 | 5 | +3.6% | -2.3% to +4.8% | 60% | -6.4% to +9.5% | 0.0% |
| Day +3 | 5 | -0.8% | -3.3% to +5.4% | 40% | -7.0% to +10.5% | 0.0% |
| Day +4 | 5 | -1.6% | -6.8% to +3.6% | 40% | -12.8% to +11.0% | 0.0% |
| Day +5 | 5 | -2.0% | -12.0% to +2.6% | 40% | -14.9% to +12.3% | 0.0% |
| Day +6 | 5 | -3.2% | -12.2% to +8.1% | 40% | -12.7% to +14.5% | 0.0% |
| Day +7 | 5 | -3.4% | -10.2% to +7.3% | 40% | -10.3% to +12.4% | 0.0% |
| Day +8 | 5 | -2.1% | -9.4% to +5.0% | 40% | -13.9% to +13.2% | 0.0% |
| Day +9 | 5 | -3.8% | -5.4% to +0.4% | 40% | -22.2% to +14.8% | 0.0% |
| Day +10 | 5 | -0.5% | -0.8% to -0.2% | 20% | -25.8% to +16.2% | 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 | 3% |
| Gamma max crosses | 13 |
| Delta neutral crosses | 22 |
| Prior-year sessions closer to gamma max | 1.6% of 252 |
| Prior-year sessions closer to delta neutral | 94.8% of 252 |
| Open interest percentile (1y) | 68th |
| Daily open interest change versus prior year | -0.02σ (-8,190 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -5.2% |
| Open interest change, 21 sessions | -43.7% |
| History available | Oct 4, 2021 → Oct 2, 2026 |
Recent crosses
- closed above gamma max at 35.28 vs 35.02 (+0.7%)
- closed above delta neutral at 25.59 vs 20.54 (+19.7%)
- closed below delta neutral at 23.96 vs 25.07 (-4.6%)
- closed above delta neutral at 26.86 vs 25.72 (+4.2%)
- closed below delta neutral at 24.77 vs 26.56 (-7.2%)
- closed above delta neutral at 25.76 vs 24.98 (+3.0%)
- closed below delta neutral at 26.40 vs 26.45 (-0.2%)
- closed above delta neutral at 27.09 vs 24.46 (+9.7%)
- closed below gamma max at 23.61 vs 48.06 (-103.6%)
- closed above gamma max at 23.79 vs 1.70 (+92.8%)
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/WOLF
Questions people ask about WOLF
Where is WOLF's gamma max today?
As of Oct 2, 2026, the gamma max for WOLF is 35.02, -0.7% from the 35.28 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 WOLF above or below its delta neutral price?
WOLF closed above delta neutral: 35.28 against a delta neutral price of 22.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WOLF have?
304,660 contracts of open interest across 548 listed contracts on Oct 2, 2026, -2.6% 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.