Data through close

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

As of close · rank #2950 by open interest · snapshot page

WWD's nearest-expiration max pain is 340.00 for 2026-10-16, its GEX flip is 351.65, net GEX is -192,019, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
331.62
prev 336.19
Gamma max
403.95
+21.8% from close
Delta neutral
336.82
+1.6% from close
Gamma neutral
351.65
+6.0% from close
Open interest
2,886
-0.0% vs prev
Contracts listed
180
125 calls · 81 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
+2.5% from close
2026-10-16
GEX flip
351.65
+6.0% from close
Net GEX
-192,019
-6,653,455 per 100k OI
Call wall
360.00
+8.6% from close
Put wall
330.00
-0.5% from close
Put/call OI
0.75
1,236 puts / 1,650 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
21.0
within trailing 52-week range
Front / back ATM IV
+32.9% / +43.5%
-10.6 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
-17.6 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.32
915 contracts traded
Normalized net delta
-0.010
option-holder convention
Modeled dealer delta
0.010
opposite-side scenario
Vanna / 100k OI
1,351
volatility-sensitive delta
Charm / 100k OI
4,345,288
time-decay-sensitive delta
IV surface range
41.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WWD closed 21.8% below its gamma max of 403.95. It is 1.6% below the delta neutral price of 336.82. Total open interest is 2,886, -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

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Neighbours by open interest

Questions people ask about WWD

Where is WWD's gamma max today?

As of Oct 2, 2026, the gamma max for WWD is 403.95, +21.8% from the 331.62 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 WWD above or below its delta neutral price?

WWD closed below delta neutral: 331.62 against a delta neutral price of 336.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WWD have?

2,886 contracts of open interest across 180 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.