Data through close

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

As of close · rank #2030 by open interest · snapshot page

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WSM's nearest-expiration max pain is 230.00 for 2026-10-16, its GEX flip is 213.80, net GEX is 702,135, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
232.29
prev 233.29
Gamma max
249.54
+7.4% from close
Delta neutral
215.21
-7.4% from close
Gamma neutral
213.80
-8.0% from close
Open interest
10,872
-2.3% vs prev
Contracts listed
323
206 calls · 196 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
230.00
-1.0% from close
2026-10-16
GEX flip
213.80
-8.0% from close
Net GEX
702,135
6,458,194 per 100k OI
Call wall
250.00
+7.6% from close
Put wall
210.00
-9.6% from close
Put/call OI
0.62
4,147 puts / 6,725 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
4.2
within trailing 52-week range
Front / back ATM IV
+35.3% / +42.6%
-7.3 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.4%
front-window midpoint premium
25Δ risk reversal
5.0 pp
put IV minus call IV
IV butterfly
-0.9 pp
front-window smile convexity
Volume / open interest
0.01
94 contracts traded
Normalized net delta
0.153
option-holder convention
Modeled dealer delta
-0.150
opposite-side scenario
Vanna / 100k OI
2,704
volatility-sensitive delta
Charm / 100k OI
-930,749
time-decay-sensitive delta
IV surface range
32.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WSM closed 7.4% below its gamma max of 249.54. It is 7.4% above the delta neutral price of 215.21. Total open interest is 10,872, -2.3% 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

← NTGR (#2029) SOFX (#2031) →

Questions people ask about WSM

Where is WSM's gamma max today?

As of Oct 2, 2026, the gamma max for WSM is 249.54, +7.4% from the 232.29 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 WSM above or below its delta neutral price?

WSM closed above delta neutral: 232.29 against a delta neutral price of 215.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WSM have?

10,872 contracts of open interest across 323 listed contracts on Oct 2, 2026, -2.3% 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.