Data through close

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

As of close · rank #909 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ZENA's nearest-expiration max pain is 1.00 for 2026-10-16, net GEX is 1,801,975, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
1.33
prev 1.35
Gamma max
1.11
-16.9% from close
Delta neutral
0.47
-65.0% from close
Gamma neutral
1.33
0.0% from close
Open interest
57,480
+0.3% vs prev
Contracts listed
63
49 calls · 36 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
1.00
-24.8% from close
2026-10-16
GEX flip
–
Net GEX
1,801,975
3,134,961 per 100k OI
Call wall
2.50
+88.0% from close
Put wall
1.50
+12.8% from close
Put/call OI
0.10
5,275 puts / 52,205 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
32.4
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
-118.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
295 contracts traded
Normalized net delta
0.322
option-holder convention
Modeled dealer delta
-0.322
opposite-side scenario
Vanna / 100k OI
3,238
volatility-sensitive delta
Charm / 100k OI
-29,944
time-decay-sensitive delta
IV surface range
86.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ZENA closed 16.9% above its gamma max of 1.11. It is 65.0% above the delta neutral price of 0.47. Total open interest is 57,480, +0.3% 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

← NICE (#908) Q (#910) →

Questions people ask about ZENA

Where is ZENA's gamma max today?

As of Oct 2, 2026, the gamma max for ZENA is 1.11, -16.9% from the 1.33 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 ZENA above or below its delta neutral price?

ZENA closed above delta neutral: 1.33 against a delta neutral price of 0.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ZENA have?

57,480 contracts of open interest across 63 listed contracts on Oct 2, 2026, +0.3% 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.