Data through close

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

As of close · rank #2070 by open interest · snapshot page

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WPP's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 26.38, net GEX is -501,509, its put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.67
prev 25.22
Gamma max
29.69
+20.4% from close
Delta neutral
23.76
-3.7% from close
Gamma neutral
26.38
+6.9% from close
Open interest
10,137
+0.3% vs prev
Contracts listed
53
35 calls · 31 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
25.00
+1.3% from close
2026-10-16
GEX flip
26.38
+6.9% from close
Net GEX
-501,509
-4,947,316 per 100k OI
Call wall
30.00
+21.6% from close
Put wall
25.00
+1.3% from close
Put/call OI
0.69
4,140 puts / 5,997 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
73.8
within trailing 52-week range
Front / back ATM IV
+32.2% / +52.0%
-19.9 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+15.1%
front-window midpoint premium
25Δ risk reversal
33.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
189 contracts traded
Normalized net delta
0.179
option-holder convention
Modeled dealer delta
-0.179
opposite-side scenario
Vanna / 100k OI
1,993
volatility-sensitive delta
Charm / 100k OI
383,378
time-decay-sensitive delta
IV surface range
210.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WPP closed 20.4% below its gamma max of 29.69. It is 3.7% above the delta neutral price of 23.76. Total open interest is 10,137, +0.3% 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

← CRS (#2069) AOS (#2071) →

Questions people ask about WPP

Where is WPP's gamma max today?

As of Oct 2, 2026, the gamma max for WPP is 29.69, +20.4% from the 24.67 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 WPP above or below its delta neutral price?

WPP closed above delta neutral: 24.67 against a delta neutral price of 23.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WPP have?

10,137 contracts of open interest across 53 listed contracts on Oct 2, 2026, +0.3% 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.