Data through close

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

As of close · rank #4370 by open interest · snapshot page

WTFC's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 136.66, net GEX is 32,613, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
145.02
prev 143.55
Gamma max
154.50
+6.5% from close
Delta neutral
143.24
-1.2% from close
Gamma neutral
136.66
-5.8% from close
Open interest
266
+1.5% vs prev
Contracts listed
39
19 calls · 20 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
140.00
-3.5% from close
2026-10-16
GEX flip
136.66
-5.8% from close
Net GEX
32,613
12,260,615 per 100k OI
Call wall
155.00
+6.9% from close
Put wall
145.00
-0.0% from close
Put/call OI
0.55
94 puts / 172 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
4.4
within trailing 52-week range
Front / back ATM IV
+32.1% / +26.8%
5.3 pp front premium
Expected move
+6.3%
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
0.07
18 contracts traded
Normalized net delta
0.042
option-holder convention
Modeled dealer delta
-0.042
opposite-side scenario
Vanna / 100k OI
1,128
volatility-sensitive delta
Charm / 100k OI
-1,915,038
time-decay-sensitive delta
IV surface range
14.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WTFC closed 6.5% below its gamma max of 154.50. It is 1.2% above the delta neutral price of 143.24. Total open interest is 266, +1.5% 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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Neighbours by open interest

Questions people ask about WTFC

Where is WTFC's gamma max today?

As of Oct 2, 2026, the gamma max for WTFC is 154.50, +6.5% from the 145.02 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 WTFC above or below its delta neutral price?

WTFC closed above delta neutral: 145.02 against a delta neutral price of 143.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WTFC have?

266 contracts of open interest across 39 listed contracts on Oct 2, 2026, +1.5% 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.