Data through close

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

As of close · rank #3189 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ECPG's nearest-expiration max pain is 95.00 for 2026-10-16, net GEX is -26,998, its put/call open-interest ratio is 3.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
95.92
prev 94.30
Gamma max
125.00
+30.3% from close
Delta neutral
101.56
+5.9% from close
Gamma neutral
95.92
0.0% from close
Open interest
2,039
0.0% vs prev
Contracts listed
46
31 calls · 28 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
95.00
-1.0% from close
2026-10-16
GEX flip
–
Net GEX
-26,998
-1,324,091 per 100k OI
Call wall
100.00
+4.3% from close
Put wall
85.00
-11.4% from close
Put/call OI
3.67
1,602 puts / 437 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
14.1
within trailing 52-week range
Front / back ATM IV
+45.2% / +45.1%
0.2 pp front premium
Expected move
+8.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
50.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
148 contracts traded
Normalized net delta
0.017
option-holder convention
Modeled dealer delta
-0.017
opposite-side scenario
Vanna / 100k OI
5,444
volatility-sensitive delta
Charm / 100k OI
-325,405
time-decay-sensitive delta
IV surface range
16.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ECPG closed 30.3% below its gamma max of 125.00. It is 5.9% below the delta neutral price of 101.56. Total open interest is 2,039, 0.0% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← AMDW (#3188) HQY (#3190) →

Questions people ask about ECPG

Where is ECPG's gamma max today?

As of Oct 2, 2026, the gamma max for ECPG is 125.00, +30.3% from the 95.92 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 ECPG above or below its delta neutral price?

ECPG closed below delta neutral: 95.92 against a delta neutral price of 101.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ECPG have?

2,039 contracts of open interest across 46 listed contracts on Oct 2, 2026, 0.0% 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.