Data through close

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

As of close · rank #1802 by open interest · snapshot page

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WPC's nearest-expiration max pain is 65.00 for 2026-10-16, net GEX is 1,165,542, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
64.52
prev 63.83
Gamma max
70.82
+9.8% from close
Delta neutral
60.61
-6.1% from close
Gamma neutral
64.52
0.0% from close
Open interest
14,523
-0.2% vs prev
Contracts listed
51
28 calls · 23 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
+0.7% from close
2026-10-16
GEX flip
–
Net GEX
1,165,542
8,025,490 per 100k OI
Call wall
70.00
+8.5% from close
Put wall
65.00
+0.7% from close
Put/call OI
0.18
2,254 puts / 12,269 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
26.8
within trailing 52-week range
Front / back ATM IV
+18.5% / +19.4%
-0.9 pp front premium
Expected move
+3.6%
14 DTE · one standard deviation
ATM straddle / spot
+2.8%
front-window midpoint premium
25Δ risk reversal
-129.0 pp
put IV minus call IV
IV butterfly
-1.7 pp
front-window smile convexity
Volume / open interest
0.02
347 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.108
opposite-side scenario
Vanna / 100k OI
2,947
volatility-sensitive delta
Charm / 100k OI
20,602
time-decay-sensitive delta
IV surface range
107.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WPC closed 9.8% below its gamma max of 70.82. It is 6.1% above the delta neutral price of 60.61. Total open interest is 14,523, -0.2% 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

← COR (#1801) TFPM (#1803) →

Questions people ask about WPC

Where is WPC's gamma max today?

As of Oct 2, 2026, the gamma max for WPC is 70.82, +9.8% from the 64.52 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 WPC above or below its delta neutral price?

WPC closed above delta neutral: 64.52 against a delta neutral price of 60.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WPC have?

14,523 contracts of open interest across 51 listed contracts on Oct 2, 2026, -0.2% 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.