Data through close

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

As of close · rank #1701 by open interest · snapshot page

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WTTR's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 8.95, net GEX is 3,292,909, its put/call open-interest ratio is 0.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.95
prev 20.03
Gamma max
19.98
+0.2% from close
Delta neutral
12.34
-38.2% from close
Gamma neutral
8.95
-55.1% from close
Open interest
16,867
-0.0% vs prev
Contracts listed
36
30 calls · 16 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
17.50
-12.3% from close
2026-10-16
GEX flip
8.95
-55.1% from close
Net GEX
3,292,909
19,522,789 per 100k OI
Call wall
20.00
+0.3% from close
Put wall
20.00
+0.3% from close
Put/call OI
0.01
187 puts / 16,680 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
38.3
within trailing 52-week range
Front / back ATM IV
+58.3% / +55.6%
2.6 pp front premium
Expected move
+11.4%
14 DTE · one standard deviation
ATM straddle / spot
+8.8%
front-window midpoint premium
25Δ risk reversal
3.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
44 contracts traded
Normalized net delta
0.421
option-holder convention
Modeled dealer delta
-0.420
opposite-side scenario
Vanna / 100k OI
1,536
volatility-sensitive delta
Charm / 100k OI
-732,371
time-decay-sensitive delta
IV surface range
189.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WTTR closed 0.2% below its gamma max of 19.98. It is 38.2% above the delta neutral price of 12.34. Total open interest is 16,867, -0.0% 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

← HAS (#1700) HYPR (#1702) →

Questions people ask about WTTR

Where is WTTR's gamma max today?

As of Oct 2, 2026, the gamma max for WTTR is 19.98, +0.2% from the 19.95 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 WTTR above or below its delta neutral price?

WTTR closed above delta neutral: 19.95 against a delta neutral price of 12.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WTTR have?

16,867 contracts of open interest across 36 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.