Data through close

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

As of close · rank #1252 by open interest · snapshot page

XYL's nearest-expiration max pain is 105.00 for 2026-10-16, its GEX flip is 106.10, net GEX is -2,265,060, its put/call open-interest ratio is 0.93. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
101.81
prev 100.92
Gamma max
131.70
+29.4% from close
Delta neutral
106.32
+4.4% from close
Gamma neutral
106.10
+4.2% from close
Open interest
31,696
+1.4% vs prev
Contracts listed
172
116 calls · 69 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
105.00
+3.1% from close
2026-10-16
GEX flip
106.10
+4.2% from close
Net GEX
-2,265,060
-7,146,202 per 100k OI
Call wall
105.00
+3.1% from close
Put wall
100.00
-1.8% from close
Put/call OI
0.93
15,298 puts / 16,398 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
18.9
within trailing 52-week range
Front / back ATM IV
+29.6% / +34.1%
-4.5 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+5.1%
front-window midpoint premium
25Δ risk reversal
-1.1 pp
put IV minus call IV
IV butterfly
-0.4 pp
front-window smile convexity
Volume / open interest
0.01
243 contracts traded
Normalized net delta
-0.105
option-holder convention
Modeled dealer delta
0.105
opposite-side scenario
Vanna / 100k OI
2,470
volatility-sensitive delta
Charm / 100k OI
681,193
time-decay-sensitive delta
IV surface range
79.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

XYL closed 29.4% below its gamma max of 131.70. It is 4.4% below the delta neutral price of 106.32. Total open interest is 31,696, +1.4% 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 XYL

Where is XYL's gamma max today?

As of Oct 2, 2026, the gamma max for XYL is 131.70, +29.4% from the 101.81 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 XYL above or below its delta neutral price?

XYL closed below delta neutral: 101.81 against a delta neutral price of 106.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XYL have?

31,696 contracts of open interest across 172 listed contracts on Oct 2, 2026, +1.4% 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.