Data through close

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

As of close · rank #1446 by open interest · snapshot page

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YUM's nearest-expiration max pain is 145.00 for 2026-10-16, its GEX flip is 135.38, net GEX is 106,061, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
136.12
prev 136.77
Gamma max
159.14
+16.9% from close
Delta neutral
138.65
+1.9% from close
Gamma neutral
135.38
-0.5% from close
Open interest
23,834
+0.4% vs prev
Contracts listed
257
144 calls · 123 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
145.00
+6.5% from close
2026-10-16
GEX flip
135.38
-0.5% from close
Net GEX
106,061
444,999 per 100k OI
Call wall
160.00
+17.5% from close
Put wall
135.00
-0.8% from close
Put/call OI
0.42
7,003 puts / 16,831 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
16.9
within trailing 52-week range
Front / back ATM IV
+27.8% / +30.6%
-2.8 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
2.1 pp
put IV minus call IV
IV butterfly
0.1 pp
front-window smile convexity
Volume / open interest
0.06
1,373 contracts traded
Normalized net delta
-0.027
option-holder convention
Modeled dealer delta
0.027
opposite-side scenario
Vanna / 100k OI
4,720
volatility-sensitive delta
Charm / 100k OI
305,840
time-decay-sensitive delta
IV surface range
88.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

YUM closed 16.9% below its gamma max of 159.14. It is 1.9% below the delta neutral price of 138.65. Total open interest is 23,834, +0.4% 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

← LOMA (#1445) AIPO (#1447) →

Questions people ask about YUM

Where is YUM's gamma max today?

As of Oct 2, 2026, the gamma max for YUM is 159.14, +16.9% from the 136.12 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 YUM above or below its delta neutral price?

YUM closed below delta neutral: 136.12 against a delta neutral price of 138.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does YUM have?

23,834 contracts of open interest across 257 listed contracts on Oct 2, 2026, +0.4% 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.