Data through close

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

As of close · rank #4194 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

XPRO's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 4.71, net GEX is 31,862, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.30
prev 16.30
Gamma max
16.87
+3.5% from close
Delta neutral
11.41
-30.0% from close
Gamma neutral
4.71
-71.1% from close
Open interest
386
+1.3% vs prev
Contracts listed
22
16 calls · 10 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
10.00
-38.7% from close
2026-10-16
GEX flip
4.71
-71.1% from close
Net GEX
31,862
8,254,471 per 100k OI
Call wall
20.00
+22.7% from close
Put wall
17.50
+7.4% from close
Put/call OI
0.07
25 puts / 361 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
33.3
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– 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
0.04
16 contracts traded
Normalized net delta
0.374
option-holder convention
Modeled dealer delta
-0.374
opposite-side scenario
Vanna / 100k OI
1,554
volatility-sensitive delta
Charm / 100k OI
-901,554
time-decay-sensitive delta
IV surface range
91.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

XPRO closed 3.5% below its gamma max of 16.87. It is 30.0% above the delta neutral price of 11.41. Total open interest is 386, +1.3% versus the previous session. What gamma max means · What delta neutral means

History

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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

← BNDX (#4193) BRBS (#4195) →

Questions people ask about XPRO

Where is XPRO's gamma max today?

As of Oct 2, 2026, the gamma max for XPRO is 16.87, +3.5% from the 16.30 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 XPRO above or below its delta neutral price?

XPRO closed above delta neutral: 16.30 against a delta neutral price of 11.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XPRO have?

386 contracts of open interest across 22 listed contracts on Oct 2, 2026, +1.3% 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.