Data through close

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

As of close · rank #2099 by open interest · snapshot page

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E's nearest-expiration max pain is 42.50 for 2026-10-16, its GEX flip is 55.29, net GEX is -27,871, its put/call open-interest ratio is 3.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.73
prev 54.39
Gamma max
60.00
+9.6% from close
Delta neutral
54.17
-1.0% from close
Gamma neutral
55.29
+1.0% from close
Open interest
9,804
+0.3% vs prev
Contracts listed
114
69 calls · 53 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
42.50
-22.3% from close
2026-10-16
GEX flip
55.29
+1.0% from close
Net GEX
-27,871
-284,283 per 100k OI
Call wall
55.00
+0.5% from close
Put wall
40.00
-26.9% from close
Put/call OI
3.36
7,556 puts / 2,248 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
12.1
within trailing 52-week range
Front / back ATM IV
+43.6% / +27.2%
16.3 pp front premium
Expected move
+8.5%
14 DTE · one standard deviation
ATM straddle / spot
+11.8%
front-window midpoint premium
25Δ risk reversal
45.5 pp
put IV minus call IV
IV butterfly
12.9 pp
front-window smile convexity
Volume / open interest
0.00
11 contracts traded
Normalized net delta
0.001
option-holder convention
Modeled dealer delta
-0.000
opposite-side scenario
Vanna / 100k OI
5,069
volatility-sensitive delta
Charm / 100k OI
-141,932
time-decay-sensitive delta
IV surface range
149.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

E closed 9.6% below its gamma max of 60.00. It is 1.0% above the delta neutral price of 54.17. Total open interest is 9,804, +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

← WMG (#2098) AAON (#2100) →

Questions people ask about E

Where is E's gamma max today?

As of Oct 2, 2026, the gamma max for E is 60.00, +9.6% from the 54.73 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 E above or below its delta neutral price?

E closed above delta neutral: 54.73 against a delta neutral price of 54.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does E have?

9,804 contracts of open interest across 114 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.