Data through close

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

As of close · rank #1569 by open interest · snapshot page

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ZSL's nearest-expiration max pain is 24.00 for 2026-10-16, its GEX flip is 19.52, net GEX is 301,949, its put/call open-interest ratio is 2.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
27.46
prev 27.10
Gamma max
27.34
-0.4% from close
Delta neutral
22.88
-16.7% from close
Gamma neutral
19.52
-28.9% from close
Open interest
20,174
-5.5% vs prev
Contracts listed
209
127 calls · 139 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
24.00
-12.6% from close
2026-10-16
GEX flip
19.52
-28.9% from close
Net GEX
301,949
1,496,724 per 100k OI
Call wall
25.00
-9.0% from close
Put wall
21.00
-23.5% from close
Put/call OI
2.16
13,792 puts / 6,382 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
93.6
within trailing 52-week range
Front / back ATM IV
+64.6% / +68.7%
-4.1 pp front premium
Expected move
+12.7%
14 DTE · one standard deviation
ATM straddle / spot
+9.7%
front-window midpoint premium
25Δ risk reversal
79.9 pp
put IV minus call IV
IV butterfly
-2.5 pp
front-window smile convexity
Volume / open interest
0.05
1,050 contracts traded
Normalized net delta
0.205
option-holder convention
Modeled dealer delta
-0.120
opposite-side scenario
Vanna / 100k OI
1,801
volatility-sensitive delta
Charm / 100k OI
-277,622
time-decay-sensitive delta
IV surface range
111.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ZSL closed 0.4% above its gamma max of 27.34. It is 16.7% above the delta neutral price of 22.88. Total open interest is 20,174, -5.5% 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

Neighbours by open interest

← AGRO (#1568) PLCE (#1570) →

Questions people ask about ZSL

Where is ZSL's gamma max today?

As of Oct 2, 2026, the gamma max for ZSL is 27.34, -0.4% from the 27.46 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 ZSL above or below its delta neutral price?

ZSL closed above delta neutral: 27.46 against a delta neutral price of 22.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ZSL have?

20,174 contracts of open interest across 209 listed contracts on Oct 2, 2026, -5.5% 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.