Data through close

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

As of close · rank #2879 by open interest · snapshot page

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WOR's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 53.94, net GEX is 346,598, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
60.66
prev 59.14
Gamma max
67.52
+11.3% from close
Delta neutral
56.32
-7.2% from close
Gamma neutral
53.94
-11.1% from close
Open interest
3,208
+0.1% vs prev
Contracts listed
52
31 calls · 26 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
60.00
-1.1% from close
2026-10-16
GEX flip
53.94
-11.1% from close
Net GEX
346,598
10,804,180 per 100k OI
Call wall
60.00
-1.1% from close
Put wall
60.00
-1.1% from close
Put/call OI
0.26
666 puts / 2,542 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
11.6
within trailing 52-week range
Front / back ATM IV
+35.7% / +32.3%
3.5 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+5.4%
front-window midpoint premium
25Δ risk reversal
9.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
14 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.107
opposite-side scenario
Vanna / 100k OI
3,460
volatility-sensitive delta
Charm / 100k OI
-559,383
time-decay-sensitive delta
IV surface range
80.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WOR closed 11.3% below its gamma max of 67.52. It is 7.2% above the delta neutral price of 56.32. Total open interest is 3,208, +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

← EXFY (#2878) LYEL (#2880) →

Questions people ask about WOR

Where is WOR's gamma max today?

As of Oct 2, 2026, the gamma max for WOR is 67.52, +11.3% from the 60.66 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 WOR above or below its delta neutral price?

WOR closed above delta neutral: 60.66 against a delta neutral price of 56.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WOR have?

3,208 contracts of open interest across 52 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.