Data through close

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

As of close · rank #1664 by open interest · snapshot page

ZLAB's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 42.77, net GEX is -420,694, its put/call open-interest ratio is 2.30. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.33
prev 25.50
Gamma max
52.83
+117.1% from close
Delta neutral
28.47
+17.0% from close
Gamma neutral
42.77
+75.8% from close
Open interest
17,780
+1.1% vs prev
Contracts listed
76
43 calls · 44 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
25.00
+2.8% from close
2026-10-16
GEX flip
42.77
+75.8% from close
Net GEX
-420,694
-2,366,105 per 100k OI
Call wall
30.00
+23.3% from close
Put wall
20.00
-17.8% from close
Put/call OI
2.30
12,387 puts / 5,393 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
40.2
within trailing 52-week range
Front / back ATM IV
+66.0% / +72.7%
-6.7 pp front premium
Expected move
+12.9%
14 DTE · one standard deviation
ATM straddle / spot
+10.3%
front-window midpoint premium
25Δ risk reversal
44.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.10
1,750 contracts traded
Normalized net delta
-0.095
option-holder convention
Modeled dealer delta
0.095
opposite-side scenario
Vanna / 100k OI
6,462
volatility-sensitive delta
Charm / 100k OI
25,118
time-decay-sensitive delta
IV surface range
49.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ZLAB closed 117.1% below its gamma max of 52.83. It is 17.0% below the delta neutral price of 28.47. Total open interest is 17,780, +1.1% 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 ZLAB

Where is ZLAB's gamma max today?

As of Oct 2, 2026, the gamma max for ZLAB is 52.83, +117.1% from the 24.33 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 ZLAB above or below its delta neutral price?

ZLAB closed below delta neutral: 24.33 against a delta neutral price of 28.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ZLAB have?

17,780 contracts of open interest across 76 listed contracts on Oct 2, 2026, +1.1% 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.