Data through close

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

As of close · rank #1118 by open interest · snapshot page

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ZION's nearest-expiration max pain is 67.50 for 2026-10-16, its GEX flip is 67.58, net GEX is -1,807,781, its put/call open-interest ratio is 1.57. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
63.17
prev 62.65
Gamma max
75.10
+18.9% from close
Delta neutral
65.07
+3.0% from close
Gamma neutral
67.58
+7.0% from close
Open interest
40,082
+2.6% vs prev
Contracts listed
220
122 calls · 121 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
67.50
+6.9% from close
2026-10-16
GEX flip
67.58
+7.0% from close
Net GEX
-1,807,781
-4,510,207 per 100k OI
Call wall
60.00
-5.0% from close
Put wall
60.00
-5.0% from close
Put/call OI
1.57
24,505 puts / 15,577 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
10.4
within trailing 52-week range
Front / back ATM IV
+28.6% / +31.0%
-2.4 pp front premium
Expected move
+5.6%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
7.9 pp
put IV minus call IV
IV butterfly
0.7 pp
front-window smile convexity
Volume / open interest
0.00
157 contracts traded
Normalized net delta
-0.042
option-holder convention
Modeled dealer delta
0.041
opposite-side scenario
Vanna / 100k OI
3,039
volatility-sensitive delta
Charm / 100k OI
523,978
time-decay-sensitive delta
IV surface range
51.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ZION closed 18.9% below its gamma max of 75.10. It is 3.0% below the delta neutral price of 65.07. Total open interest is 40,082, +2.6% 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

← LKQ (#1117) MTUM (#1119) →

Questions people ask about ZION

Where is ZION's gamma max today?

As of Oct 2, 2026, the gamma max for ZION is 75.10, +18.9% from the 63.17 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 ZION above or below its delta neutral price?

ZION closed below delta neutral: 63.17 against a delta neutral price of 65.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ZION have?

40,082 contracts of open interest across 220 listed contracts on Oct 2, 2026, +2.6% 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.