Data through close

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

As of close · rank #5010 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

EEMV's nearest-expiration max pain is 74.00 for 2026-10-16, net GEX is 1,209, its put/call open-interest ratio is 1.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.83
prev 74.15
Gamma max
74.08
-1.0% from close
Delta neutral
74.53
-0.4% from close
Gamma neutral
74.83
0.0% from close
Open interest
43
+2.4% vs prev
Contracts listed
22
8 calls · 14 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
74.00
-1.1% from close
2026-10-16
GEX flip
–
Net GEX
1,209
2,810,742 per 100k OI
Call wall
74.00
-1.1% from close
Put wall
73.00
-2.4% from close
Put/call OI
1.15
23 puts / 20 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
1.6
within trailing 52-week range
Front / back ATM IV
+18.3% / +17.6%
0.7 pp front premium
Expected move
+3.6%
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
0.00
0 contracts traded
Normalized net delta
0.050
option-holder convention
Modeled dealer delta
-0.050
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
– pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EEMV closed 1.0% above its gamma max of 74.08. It is 0.4% above the delta neutral price of 74.53. Total open interest is 43, +2.4% 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

Neighbours by open interest

← BLSG (#5009) IGSB (#5011) →

Questions people ask about EEMV

Where is EEMV's gamma max today?

As of Oct 2, 2026, the gamma max for EEMV is 74.08, -1.0% from the 74.83 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 EEMV above or below its delta neutral price?

EEMV closed above delta neutral: 74.83 against a delta neutral price of 74.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EEMV have?

43 contracts of open interest across 22 listed contracts on Oct 2, 2026, +2.4% 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.