Data through close

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

As of close · rank #2692 by open interest · snapshot page

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WTS's nearest-expiration max pain is 340.00 for 2026-10-16, its GEX flip is 297.55, net GEX is 2,264,862, its put/call open-interest ratio is 0.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
363.07
prev 359.49
Gamma max
357.51
-1.5% from close
Delta neutral
319.45
-12.0% from close
Gamma neutral
297.55
-18.0% from close
Open interest
4,158
+5.4% vs prev
Contracts listed
65
46 calls · 23 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
340.00
-6.4% from close
2026-10-16
GEX flip
297.55
-18.0% from close
Net GEX
2,264,862
54,469,987 per 100k OI
Call wall
360.00
-0.8% from close
Put wall
290.00
-20.1% from close
Put/call OI
0.17
609 puts / 3,549 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
0.0
within trailing 52-week range
Front / back ATM IV
+22.5% / +26.5%
-4.0 pp front premium
Expected move
+4.4%
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
2 contracts traded
Normalized net delta
0.477
option-holder convention
Modeled dealer delta
-0.476
opposite-side scenario
Vanna / 100k OI
866
volatility-sensitive delta
Charm / 100k OI
-20,458,249
time-decay-sensitive delta
IV surface range
7.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WTS closed 1.5% above its gamma max of 357.51. It is 12.0% above the delta neutral price of 319.45. Total open interest is 4,158, +5.4% 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

← SAIA (#2691) PRM (#2693) →

Questions people ask about WTS

Where is WTS's gamma max today?

As of Oct 2, 2026, the gamma max for WTS is 357.51, -1.5% from the 363.07 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 WTS above or below its delta neutral price?

WTS closed above delta neutral: 363.07 against a delta neutral price of 319.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WTS have?

4,158 contracts of open interest across 65 listed contracts on Oct 2, 2026, +5.4% 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.