Data through close

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

As of close · rank #3567 by open interest · snapshot page

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ZUMZ's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 8.45, net GEX is 32,067, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.29
prev 13.48
Gamma max
16.83
+26.6% from close
Delta neutral
13.78
+3.7% from close
Gamma neutral
8.45
-36.4% from close
Open interest
1,204
+0.1% vs prev
Contracts listed
35
19 calls · 18 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
15.00
+12.9% from close
2026-10-16
GEX flip
8.45
-36.4% from close
Net GEX
32,067
2,663,337 per 100k OI
Call wall
17.50
+31.7% from close
Put wall
15.00
+12.9% from close
Put/call OI
0.29
274 puts / 930 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
57.3
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
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.029
option-holder convention
Modeled dealer delta
-0.029
opposite-side scenario
Vanna / 100k OI
997
volatility-sensitive delta
Charm / 100k OI
-22,425
time-decay-sensitive delta
IV surface range
36.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ZUMZ closed 26.6% below its gamma max of 16.83. It is 3.7% below the delta neutral price of 13.78. Total open interest is 1,204, +0.1% 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

Neighbours by open interest

← MTW (#3566) RIOX (#3568) →

Questions people ask about ZUMZ

Where is ZUMZ's gamma max today?

As of Oct 2, 2026, the gamma max for ZUMZ is 16.83, +26.6% from the 13.29 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 ZUMZ above or below its delta neutral price?

ZUMZ closed below delta neutral: 13.29 against a delta neutral price of 13.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ZUMZ have?

1,204 contracts of open interest across 35 listed contracts on Oct 2, 2026, +0.1% 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.