Data through close

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

As of close · rank #3927 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

WSFS's nearest-expiration max pain is 80.00 for 2026-10-16, net GEX is 93,796, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
78.03
prev 76.62
Gamma max
82.08
+5.2% from close
Delta neutral
65.25
-16.4% from close
Gamma neutral
78.03
0.0% from close
Open interest
630
0.0% vs prev
Contracts listed
23
19 calls · 6 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
80.00
+2.5% from close
2026-10-16
GEX flip
–
Net GEX
93,796
14,888,195 per 100k OI
Call wall
90.00
+15.3% from close
Put wall
80.00
+2.5% from close
Put/call OI
0.10
56 puts / 574 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
5.6
within trailing 52-week range
Front / back ATM IV
+43.1% / +27.9%
15.2 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.284
option-holder convention
Modeled dealer delta
-0.282
opposite-side scenario
Vanna / 100k OI
3,651
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
24.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WSFS closed 5.2% below its gamma max of 82.08. It is 16.4% above the delta neutral price of 65.25. Total open interest is 630, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← TSMY (#3926) PSTL (#3928) →

Questions people ask about WSFS

Where is WSFS's gamma max today?

As of Oct 2, 2026, the gamma max for WSFS is 82.08, +5.2% from the 78.03 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 WSFS above or below its delta neutral price?

WSFS closed above delta neutral: 78.03 against a delta neutral price of 65.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WSFS have?

630 contracts of open interest across 23 listed contracts on Oct 2, 2026, 0.0% 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.