Data through close

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

As of close · rank #2910 by open interest · snapshot page

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EFOR's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 19.39, net GEX is 124,821, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.25
prev 36.19
Gamma max
37.80
+10.4% from close
Delta neutral
24.50
-28.5% from close
Gamma neutral
19.39
-43.4% from close
Open interest
3,041
+19.3% vs prev
Contracts listed
41
33 calls · 23 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
30.00
-12.4% from close
2026-10-16
GEX flip
19.39
-43.4% from close
Net GEX
124,821
4,104,617 per 100k OI
Call wall
40.00
+16.8% from close
Put wall
30.00
-12.4% from close
Put/call OI
0.75
1,305 puts / 1,736 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
51.9
within trailing 52-week range
Front / back ATM IV
+83.8% / +78.8%
5.1 pp front premium
Expected move
+16.4%
14 DTE · one standard deviation
ATM straddle / spot
+28.0%
front-window midpoint premium
25Δ risk reversal
49.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
114 contracts traded
Normalized net delta
0.302
option-holder convention
Modeled dealer delta
-0.302
opposite-side scenario
Vanna / 100k OI
33
volatility-sensitive delta
Charm / 100k OI
-183,755
time-decay-sensitive delta
IV surface range
31.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EFOR closed 10.4% below its gamma max of 37.80. It is 28.5% above the delta neutral price of 24.50. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 3,041, +19.3% 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

← DMAC (#2909) PFFA (#2911) →

Questions people ask about EFOR

Where is EFOR's gamma max today?

As of Oct 2, 2026, the gamma max for EFOR is 37.80, +10.4% from the 34.25 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 EFOR above or below its delta neutral price?

EFOR closed above delta neutral: 34.25 against a delta neutral price of 24.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EFOR have?

3,041 contracts of open interest across 41 listed contracts on Oct 2, 2026, +19.3% 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.