Data through close

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

As of close · rank #3652 by open interest · snapshot page

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ECVT's nearest-expiration max pain is 10.00 for 2026-10-16, net GEX is 68,389, its put/call open-interest ratio is 0.14. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.12
prev 9.96
Gamma max
11.71
+15.7% from close
Delta neutral
7.77
-23.2% from close
Gamma neutral
10.12
0.0% from close
Open interest
1,064
-0.2% vs prev
Contracts listed
22
19 calls · 6 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
10.00
-1.2% from close
2026-10-16
GEX flip
–
Net GEX
68,389
6,427,499 per 100k OI
Call wall
12.50
+23.5% from close
Put wall
10.00
-1.2% from close
Put/call OI
0.14
127 puts / 937 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
89.1
within trailing 52-week range
Front / back ATM IV
+30.5% / +46.5%
-15.9 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
+16.8%
front-window midpoint premium
25Δ risk reversal
-108.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.222
option-holder convention
Modeled dealer delta
-0.222
opposite-side scenario
Vanna / 100k OI
4,417
volatility-sensitive delta
Charm / 100k OI
-235,432
time-decay-sensitive delta
IV surface range
138.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ECVT closed 15.7% below its gamma max of 11.71. It is 23.2% above the delta neutral price of 7.77. Total open interest is 1,064, -0.2% 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

← CHMI (#3651) GRID (#3653) →

Questions people ask about ECVT

Where is ECVT's gamma max today?

As of Oct 2, 2026, the gamma max for ECVT is 11.71, +15.7% from the 10.12 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 ECVT above or below its delta neutral price?

ECVT closed above delta neutral: 10.12 against a delta neutral price of 7.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ECVT have?

1,064 contracts of open interest across 22 listed contracts on Oct 2, 2026, -0.2% 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.