Data through close

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

As of close · rank #704 by open interest · snapshot page

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WSC's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 7,383,155, its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.30
prev 17.22
Gamma max
20.52
+18.6% from close
Delta neutral
12.33
-28.7% from close
Gamma neutral
17.30
0.0% from close
Open interest
86,064
+1.1% vs prev
Contracts listed
85
60 calls · 34 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
20.00
+15.6% from close
2026-10-16
GEX flip
–
Net GEX
7,383,155
8,578,679 per 100k OI
Call wall
22.50
+30.1% from close
Put wall
20.00
+15.6% from close
Put/call OI
0.03
2,882 puts / 83,182 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
89.2
within trailing 52-week range
Front / back ATM IV
+59.9% / +66.9%
-6.9 pp front premium
Expected move
+11.7%
14 DTE · one standard deviation
ATM straddle / spot
+9.1%
front-window midpoint premium
25Δ risk reversal
-66.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
1,827 contracts traded
Normalized net delta
0.172
option-holder convention
Modeled dealer delta
-0.172
opposite-side scenario
Vanna / 100k OI
5,110
volatility-sensitive delta
Charm / 100k OI
-149,359
time-decay-sensitive delta
IV surface range
27.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WSC closed 18.6% below its gamma max of 20.52. It is 28.7% above the delta neutral price of 12.33. Total open interest is 86,064, +1.1% 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

Neighbours by open interest

← RF (#703) KOD (#705) →

Questions people ask about WSC

Where is WSC's gamma max today?

As of Oct 2, 2026, the gamma max for WSC is 20.52, +18.6% from the 17.30 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 WSC above or below its delta neutral price?

WSC closed above delta neutral: 17.30 against a delta neutral price of 12.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WSC have?

86,064 contracts of open interest across 85 listed contracts on Oct 2, 2026, +1.1% 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.