Data through close

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

As of close · rank #3268 by open interest · snapshot page

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ECG's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 76.85, net GEX is 216,511, its put/call open-interest ratio is 0.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
123.35
prev 119.63
Gamma max
130.28
+5.6% from close
Delta neutral
101.19
-18.0% from close
Gamma neutral
76.85
-37.7% from close
Open interest
1,840
+1.2% vs prev
Contracts listed
93
56 calls · 41 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
115.00
-6.8% from close
2026-10-16
GEX flip
76.85
-37.7% from close
Net GEX
216,511
11,766,924 per 100k OI
Call wall
145.00
+17.6% from close
Put wall
115.00
-6.8% from close
Put/call OI
0.17
274 puts / 1,566 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
8.8
within trailing 52-week range
Front / back ATM IV
+55.5% / +66.4%
-10.9 pp front premium
Expected move
+10.9%
14 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
0.02
34 contracts traded
Normalized net delta
0.222
option-holder convention
Modeled dealer delta
-0.222
opposite-side scenario
Vanna / 100k OI
2,446
volatility-sensitive delta
Charm / 100k OI
-5,875,326
time-decay-sensitive delta
IV surface range
43.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ECG closed 5.6% below its gamma max of 130.28. It is 18.0% above the delta neutral price of 101.19. Total open interest is 1,840, +1.2% 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

← RXO (#3267) ESNT (#3269) →

Questions people ask about ECG

Where is ECG's gamma max today?

As of Oct 2, 2026, the gamma max for ECG is 130.28, +5.6% from the 123.35 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 ECG above or below its delta neutral price?

ECG closed above delta neutral: 123.35 against a delta neutral price of 101.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ECG have?

1,840 contracts of open interest across 93 listed contracts on Oct 2, 2026, +1.2% 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.