Data through close

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

As of close · rank #2959 by open interest · snapshot page

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WWW's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 17.26, net GEX is 48,291, its put/call open-interest ratio is 0.84. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.20
prev 19.25
Gamma max
23.47
+22.3% from close
Delta neutral
17.09
-11.0% from close
Gamma neutral
17.26
-10.1% from close
Open interest
2,850
+0.7% vs prev
Contracts listed
62
39 calls · 32 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
20.00
+4.2% from close
2026-10-16
GEX flip
17.26
-10.1% from close
Net GEX
48,291
1,694,437 per 100k OI
Call wall
25.00
+30.2% from close
Put wall
17.50
-8.9% from close
Put/call OI
0.84
1,300 puts / 1,550 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
8.9
within trailing 52-week range
Front / back ATM IV
+36.4% / +52.9%
-16.5 pp front premium
Expected move
+7.1%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
-1.5 pp
put IV minus call IV
IV butterfly
7.4 pp
front-window smile convexity
Volume / open interest
0.09
244 contracts traded
Normalized net delta
0.116
option-holder convention
Modeled dealer delta
-0.116
opposite-side scenario
Vanna / 100k OI
3,474
volatility-sensitive delta
Charm / 100k OI
79,263
time-decay-sensitive delta
IV surface range
37.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

WWW closed 22.3% below its gamma max of 23.47. It is 11.0% above the delta neutral price of 17.09. Total open interest is 2,850, +0.7% 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

← EHC (#2958) VRTL (#2960) →

Questions people ask about WWW

Where is WWW's gamma max today?

As of Oct 2, 2026, the gamma max for WWW is 23.47, +22.3% from the 19.20 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 WWW above or below its delta neutral price?

WWW closed above delta neutral: 19.20 against a delta neutral price of 17.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WWW have?

2,850 contracts of open interest across 62 listed contracts on Oct 2, 2026, +0.7% 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.