WYNN max pain, gamma exposure (GEX) & options open interest
As of close · rank #321 by open interest · 1,394 sessions of history since Dec 1, 2020
WYNN's nearest-expiration max pain is 83.00 for 2026-10-09, its GEX flip is 78.90, net GEX is -2,860,979, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · 25Δ risk reversal 32.1 pp
WYNN closed 34.8% below its gamma max of 102.27. It is 10.9% below the delta neutral price of 84.12. Total open interest is 275,534, -2.8% versus the previous session. Its options catalyst-intensity score is 55.0 out of 100, led by IV rank 100, 25Δ risk reversal 32.1 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -5,217 contracts · -3.0% |
| Put OI change, 1 session | -2,755 contracts · -2.5% |
| Call minus put OI growth, 1 session | -0.4 pp |
| Call OI change, 5 sessions | +8,973 contracts · +5.6% |
| Put OI change, 5 sessions | +5,918 contracts · +5.9% |
| Call minus put OI growth, 5 sessions | -0.4 pp |
| Daily call OI change surprise | -0.53σ (252 prior changes) |
| Daily put OI change surprise | -0.70σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.15σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 28 completed Day +10 paths · latest Dec 19, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 28 | +0.2% | -0.6% to +1.0% | 57% | -0.4% to +0.7% | 0.0% |
| Day +2 | 28 | +0.4% | -1.4% to +2.5% | 54% | -1.0% to +1.3% | 0.0% |
| Day +3 | 28 | -0.2% | -1.6% to +1.9% | 39% | -1.0% to +0.9% | 0.0% |
| Day +4 | 28 | -0.0% | -2.2% to +2.6% | 50% | -1.8% to +1.6% | 0.0% |
| Day +5 | 28 | -0.3% | -3.4% to +2.1% | 46% | -2.2% to +1.2% | 0.0% |
| Day +6 | 28 | -1.2% | -3.3% to +1.6% | 43% | -3.0% to +1.4% | 0.0% |
| Day +7 | 28 | +0.1% | -3.3% to +2.4% | 50% | -2.2% to +1.5% | 0.0% |
| Day +8 | 28 | -1.8% | -3.8% to +3.9% | 43% | -3.3% to +3.0% | 0.0% |
| Day +9 | 28 | -1.1% | -4.0% to +1.6% | 39% | -2.4% to +1.2% | 0.0% |
| Day +10 | 28 | +0.5% | -4.2% to +3.0% | 54% | -2.5% to +2.3% | 0.0% |
Crosses above gamma max 29 completed Day +10 paths · latest Dec 12, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 29 | -0.5% | -1.7% to +1.0% | 41% | -1.1% to +0.6% | 0.0% |
| Day +2 | 29 | -0.1% | -1.9% to +2.4% | 48% | -1.3% to +1.8% | 0.0% |
| Day +3 | 29 | +0.9% | -1.8% to +2.8% | 52% | -1.3% to +2.5% | 0.0% |
| Day +4 | 29 | +0.8% | -2.1% to +2.3% | 55% | -1.4% to +2.1% | 0.0% |
| Day +5 | 29 | -0.3% | -1.9% to +3.5% | 48% | -1.3% to +2.1% | 0.0% |
| Day +6 | 29 | -0.1% | -2.1% to +2.3% | 48% | -1.5% to +2.1% | 0.0% |
| Day +7 | 29 | -1.0% | -3.0% to +1.1% | 38% | -2.6% to +0.3% | 0.0% |
| Day +8 | 29 | -0.5% | -3.4% to +2.1% | 45% | -2.3% to +1.9% | 0.0% |
| Day +9 | 29 | -0.3% | -3.8% to +2.9% | 45% | -3.5% to +2.1% | 0.0% |
| Day +10 | 29 | -0.9% | -3.1% to +1.3% | 38% | -2.1% to +0.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 1 |
| Prior-year sessions closer to gamma max | 98.4% of 252 |
| Prior-year sessions closer to delta neutral | 65.5% of 252 |
| Open interest percentile (1y) | 44th |
| Daily open interest change versus prior year | -0.61σ (-7,972 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +5.7% |
| Open interest change, 21 sessions | +3.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 91.28 vs 91.92 (-0.7%)
- closed below gamma max at 127.94 vs 136.34 (-6.6%)
- closed above gamma max at 123.66 vs 122.80 (+0.7%)
- closed below gamma max at 124.22 vs 125.22 (-0.8%)
- closed above gamma max at 127.13 vs 126.31 (+0.6%)
- closed below gamma max at 126.04 vs 127.78 (-1.4%)
- closed above gamma max at 127.47 vs 127.04 (+0.3%)
- closed below gamma max at 126.05 vs 130.00 (-3.1%)
- closed above gamma max at 129.52 vs 129.42 (+0.1%)
- closed below gamma max at 125.47 vs 128.48 (-2.4%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/WYNN
Questions people ask about WYNN
Where is WYNN's gamma max today?
As of Oct 2, 2026, the gamma max for WYNN is 102.27, +34.8% from the 75.88 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 WYNN above or below its delta neutral price?
WYNN closed below delta neutral: 75.88 against a delta neutral price of 84.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WYNN have?
275,534 contracts of open interest across 735 listed contracts on Oct 2, 2026, -2.8% 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.