Data through close

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

As of close · rank #1640 by open interest · snapshot page

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ECL's nearest-expiration max pain is 270.00 for 2026-10-16, its GEX flip is 261.73, net GEX is 2,303,045, its put/call open-interest ratio is 0.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
273.70
prev 271.25
Gamma max
293.87
+7.4% from close
Delta neutral
262.89
-4.0% from close
Gamma neutral
261.73
-4.4% from close
Open interest
18,249
+0.4% vs prev
Contracts listed
158
100 calls · 75 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
270.00
-1.4% from close
2026-10-16
GEX flip
261.73
-4.4% from close
Net GEX
2,303,045
12,620,118 per 100k OI
Call wall
290.00
+6.0% from close
Put wall
270.00
-1.4% from close
Put/call OI
0.32
4,385 puts / 13,864 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
27.9
within trailing 52-week range
Front / back ATM IV
+23.4% / +26.2%
-2.8 pp front premium
Expected move
+4.6%
14 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
1.2 pp
put IV minus call IV
IV butterfly
-2.3 pp
front-window smile convexity
Volume / open interest
0.00
77 contracts traded
Normalized net delta
0.124
option-holder convention
Modeled dealer delta
-0.124
opposite-side scenario
Vanna / 100k OI
2,154
volatility-sensitive delta
Charm / 100k OI
-778,596
time-decay-sensitive delta
IV surface range
84.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ECL closed 7.4% below its gamma max of 293.87. It is 4.0% above the delta neutral price of 262.89. Total open interest is 18,249, +0.4% 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

← EOLS (#1639) BZFD (#1641) →

Questions people ask about ECL

Where is ECL's gamma max today?

As of Oct 2, 2026, the gamma max for ECL is 293.87, +7.4% from the 273.70 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 ECL above or below its delta neutral price?

ECL closed above delta neutral: 273.70 against a delta neutral price of 262.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ECL have?

18,249 contracts of open interest across 158 listed contracts on Oct 2, 2026, +0.4% 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.