Data through close

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

As of close · rank #2537 by open interest · snapshot page

EFXT's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 4.95, net GEX is 573,827, its put/call open-interest ratio is 0.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.59
prev 25.44
Gamma max
26.58
+8.1% from close
Delta neutral
12.28
-50.1% from close
Gamma neutral
4.95
-79.9% from close
Open interest
5,327
+2.2% vs prev
Contracts listed
32
25 calls · 10 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
25.00
+1.7% from close
2026-10-16
GEX flip
4.95
-79.9% from close
Net GEX
573,827
10,772,044 per 100k OI
Call wall
30.00
+22.0% from close
Put wall
25.00
+1.7% from close
Put/call OI
0.01
31 puts / 5,296 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
33.6
within trailing 52-week range
Front / back ATM IV
+48.9% / +57.6%
-8.8 pp front premium
Expected move
+9.6%
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
0.05
285 contracts traded
Normalized net delta
0.300
option-holder convention
Modeled dealer delta
-0.300
opposite-side scenario
Vanna / 100k OI
5,313
volatility-sensitive delta
Charm / 100k OI
-72,499
time-decay-sensitive delta
IV surface range
25.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EFXT closed 8.1% below its gamma max of 26.58. It is 50.1% above the delta neutral price of 12.28. Total open interest is 5,327, +2.2% 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

Questions people ask about EFXT

Where is EFXT's gamma max today?

As of Oct 2, 2026, the gamma max for EFXT is 26.58, +8.1% from the 24.59 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 EFXT above or below its delta neutral price?

EFXT closed above delta neutral: 24.59 against a delta neutral price of 12.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EFXT have?

5,327 contracts of open interest across 32 listed contracts on Oct 2, 2026, +2.2% 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.