Data through close

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

As of close · rank #794 by open interest · snapshot page

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XLC's nearest-expiration max pain is 111.00 for 2026-10-09, its GEX flip is 112.69, net GEX is -2,754,619, its put/call open-interest ratio is 1.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
110.32
prev 109.94
Gamma max
119.18
+8.0% from close
Delta neutral
112.37
+1.9% from close
Gamma neutral
112.69
+2.2% from close
Open interest
72,532
-7.0% vs prev
Contracts listed
424
246 calls · 207 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
111.00
+0.6% from close
2026-10-09
GEX flip
112.69
+2.2% from close
Net GEX
-2,754,619
-3,797,798 per 100k OI
Call wall
118.00
+7.0% from close
Put wall
110.00
-0.3% from close
Put/call OI
1.55
44,058 puts / 28,474 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
98.3
within trailing 52-week range
Front / back ATM IV
+21.2% / +18.7%
2.6 pp front premium
Expected move
+2.9%
7 DTE · one standard deviation
ATM straddle / spot
+1.8%
front-window midpoint premium
25Δ risk reversal
2.4 pp
put IV minus call IV
IV butterfly
-0.2 pp
front-window smile convexity
Volume / open interest
0.01
917 contracts traded
Normalized net delta
-0.046
option-holder convention
Modeled dealer delta
0.046
opposite-side scenario
Vanna / 100k OI
4,642
volatility-sensitive delta
Charm / 100k OI
-6,899
time-decay-sensitive delta
IV surface range
66.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

XLC closed 8.0% below its gamma max of 119.18. It is 1.9% below the delta neutral price of 112.37. Total open interest is 72,532, -7.0% 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

← BSOL (#793) PBI (#795) →

Questions people ask about XLC

Where is XLC's gamma max today?

As of Oct 2, 2026, the gamma max for XLC is 119.18, +8.0% from the 110.32 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 XLC above or below its delta neutral price?

XLC closed below delta neutral: 110.32 against a delta neutral price of 112.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XLC have?

72,532 contracts of open interest across 424 listed contracts on Oct 2, 2026, -7.0% 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.