Data through close

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

As of close · rank #2110 by open interest · snapshot page

XPEL's nearest-expiration max pain is 37.50 for 2026-10-16, its GEX flip is 43.64, net GEX is 164,176, its put/call open-interest ratio is 0.78. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.97
prev 44.56
Gamma max
54.44
+21.1% from close
Delta neutral
46.18
+2.7% from close
Gamma neutral
43.64
-3.0% from close
Open interest
9,609
+0.2% vs prev
Contracts listed
58
36 calls · 28 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
37.50
-16.6% from close
2026-10-16
GEX flip
43.64
-3.0% from close
Net GEX
164,176
1,708,564 per 100k OI
Call wall
55.00
+22.3% from close
Put wall
40.00
-11.1% from close
Put/call OI
0.78
4,196 puts / 5,413 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
25.5
within trailing 52-week range
Front / back ATM IV
+53.6% / +52.3%
1.3 pp front premium
Expected move
+10.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
-0.035
option-holder convention
Modeled dealer delta
0.035
opposite-side scenario
Vanna / 100k OI
4,007
volatility-sensitive delta
Charm / 100k OI
-829,722
time-decay-sensitive delta
IV surface range
98.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

XPEL closed 21.1% below its gamma max of 54.44. It is 2.7% below the delta neutral price of 46.18. Total open interest is 9,609, +0.2% 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 XPEL

Where is XPEL's gamma max today?

As of Oct 2, 2026, the gamma max for XPEL is 54.44, +21.1% from the 44.97 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 XPEL above or below its delta neutral price?

XPEL closed below delta neutral: 44.97 against a delta neutral price of 46.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XPEL have?

9,609 contracts of open interest across 58 listed contracts on Oct 2, 2026, +0.2% 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.