Data through close

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

As of close · rank #3104 by open interest · snapshot page

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EE's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 50.21, net GEX is -362,502, its put/call open-interest ratio is 4.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.54
prev 32.11
Gamma max
55.73
+71.3% from close
Delta neutral
40.46
+24.3% from close
Gamma neutral
50.21
+54.3% from close
Open interest
2,327
+0.1% vs prev
Contracts listed
46
31 calls · 20 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
35.00
+7.6% from close
2026-10-16
GEX flip
50.21
+54.3% from close
Net GEX
-362,502
-15,578,095 per 100k OI
Call wall
39.00
+19.9% from close
Put wall
35.00
+7.6% from close
Put/call OI
4.11
1,872 puts / 455 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
31.6
within trailing 52-week range
Front / back ATM IV
+43.7% / +46.2%
-2.6 pp front premium
Expected move
+8.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-2.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
7 contracts traded
Normalized net delta
-0.447
option-holder convention
Modeled dealer delta
0.447
opposite-side scenario
Vanna / 100k OI
-2,407
volatility-sensitive delta
Charm / 100k OI
685,131
time-decay-sensitive delta
IV surface range
124.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EE closed 71.3% below its gamma max of 55.73. It is 24.3% below the delta neutral price of 40.46. Total open interest is 2,327, +0.1% 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

← COHH (#3103) LTRN (#3105) →

Questions people ask about EE

Where is EE's gamma max today?

As of Oct 2, 2026, the gamma max for EE is 55.73, +71.3% from the 32.54 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 EE above or below its delta neutral price?

EE closed below delta neutral: 32.54 against a delta neutral price of 40.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EE have?

2,327 contracts of open interest across 46 listed contracts on Oct 2, 2026, +0.1% 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.