Data through close

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

As of close · rank #1836 by open interest · snapshot page

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YETI's nearest-expiration max pain is 42.50 for 2026-10-16, its GEX flip is 46.63, net GEX is -757,163, its put/call open-interest ratio is 1.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.87
prev 41.37
Gamma max
58.06
+42.1% from close
Delta neutral
43.52
+6.5% from close
Gamma neutral
46.63
+14.1% from close
Open interest
13,766
+0.2% vs prev
Contracts listed
119
78 calls · 59 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
42.50
+4.0% from close
2026-10-16
GEX flip
46.63
+14.1% from close
Net GEX
-757,163
-5,500,243 per 100k OI
Call wall
42.50
+4.0% from close
Put wall
40.00
-2.1% from close
Put/call OI
1.62
8,519 puts / 5,247 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
40.9
within trailing 52-week range
Front / back ATM IV
+35.1% / +47.2%
-12.1 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.9%
front-window midpoint premium
25Δ risk reversal
4.4 pp
put IV minus call IV
IV butterfly
-3.0 pp
front-window smile convexity
Volume / open interest
0.01
78 contracts traded
Normalized net delta
-0.086
option-holder convention
Modeled dealer delta
0.086
opposite-side scenario
Vanna / 100k OI
2,935
volatility-sensitive delta
Charm / 100k OI
175,004
time-decay-sensitive delta
IV surface range
160.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

YETI closed 42.1% below its gamma max of 58.06. It is 6.5% below the delta neutral price of 43.52. Total open interest is 13,766, +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

← LPG (#1835) GNW (#1837) →

Questions people ask about YETI

Where is YETI's gamma max today?

As of Oct 2, 2026, the gamma max for YETI is 58.06, +42.1% from the 40.87 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 YETI above or below its delta neutral price?

YETI closed below delta neutral: 40.87 against a delta neutral price of 43.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does YETI have?

13,766 contracts of open interest across 119 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.