Data through close

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

As of close · rank #2774 by open interest · snapshot page

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WRB's nearest-expiration max pain is 67.00 for 2026-10-16, its GEX flip is 11.24, net GEX is 574,034, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
68.98
prev 68.90
Gamma max
71.82
+4.1% from close
Delta neutral
64.99
-5.8% from close
Gamma neutral
11.24
-83.7% from close
Open interest
3,653
+1.2% vs prev
Contracts listed
64
36 calls · 30 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
67.00
-2.9% from close
2026-10-16
GEX flip
11.24
-83.7% from close
Net GEX
574,034
15,714,053 per 100k OI
Call wall
69.50
+0.8% from close
Put wall
67.00
-2.9% from close
Put/call OI
0.37
993 puts / 2,660 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
37.5
within trailing 52-week range
Front / back ATM IV
+25.3% / +24.8%
0.6 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
7.6 pp
put IV minus call IV
IV butterfly
-1.7 pp
front-window smile convexity
Volume / open interest
0.01
40 contracts traded
Normalized net delta
0.174
option-holder convention
Modeled dealer delta
-0.165
opposite-side scenario
Vanna / 100k OI
2,409
volatility-sensitive delta
Charm / 100k OI
-2,685,738
time-decay-sensitive delta
IV surface range
244.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WRB closed 4.1% below its gamma max of 71.82. It is 5.8% above the delta neutral price of 64.99. Total open interest is 3,653, +1.2% 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

← SPYD (#2773) RTO (#2775) →

Questions people ask about WRB

Where is WRB's gamma max today?

As of Oct 2, 2026, the gamma max for WRB is 71.82, +4.1% from the 68.98 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 WRB above or below its delta neutral price?

WRB closed above delta neutral: 68.98 against a delta neutral price of 64.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WRB have?

3,653 contracts of open interest across 64 listed contracts on Oct 2, 2026, +1.2% 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.