EH max pain, gamma exposure (GEX) & options open interest
As of close · rank #340 by open interest · 1,305 sessions of history since Mar 1, 2021
EH's nearest-expiration max pain is 6.00 for 2026-10-16, net GEX is 4,796,513, its put/call open-interest ratio is 0.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 14d expected move +13.9% · OI change 0.02σ · 25Δ risk reversal -35.4 pp
EH closed 61.9% below its gamma max of 6.70. It is 81.8% above the delta neutral price of 0.75. Total open interest is 253,406, +0.0% versus the previous session. Its options catalyst-intensity score is 51.8 out of 100, led by 14d expected move +13.9%, OI change 0.02σ, 25Δ risk reversal -35.4 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +115 contracts · +0.0% |
| Put OI change, 1 session | -84 contracts · -0.7% |
| Call minus put OI growth, 1 session | +0.7 pp |
| Call OI change, 5 sessions | +439 contracts · +0.2% |
| Put OI change, 5 sessions | -35 contracts · -0.3% |
| Call minus put OI growth, 5 sessions | +0.5 pp |
| Daily call OI change surprise | +0.01σ (252 prior changes) |
| Daily put OI change surprise | +0.03σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.07σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 21 completed Day +10 paths · latest Jul 15, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 21 | -0.8% | -3.5% to +2.6% | 38% | -2.9% to +2.2% | 0.0% |
| Day +2 | 21 | -1.8% | -6.2% to +5.0% | 38% | -4.6% to +4.3% | 0.0% |
| Day +3 | 21 | -2.7% | -4.6% to +7.7% | 38% | -4.4% to +5.1% | 0.0% |
| Day +4 | 21 | -2.7% | -7.8% to +4.1% | 38% | -5.3% to +3.5% | 0.0% |
| Day +5 | 21 | -3.8% | -6.3% to +3.1% | 29% | -6.1% to -1.4% | -1.4% |
| Day +6 | 21 | -4.6% | -9.7% to -0.1% | 24% | -6.9% to -0.3% | -0.3% |
| Day +7 | 21 | -2.9% | -10.7% to +0.4% | 33% | -10.4% to +0.0% | 0.0% |
| Day +8 | 21 | -5.4% | -8.7% to -2.4% | 24% | -8.0% to -3.1% | -3.1% |
| Day +9 | 21 | -4.2% | -11.2% to +1.4% | 29% | -7.5% to -1.5% | -1.5% |
| Day +10 | 21 | -4.2% | -9.7% to +3.8% | 43% | -8.1% to +3.7% | 0.0% |
Crosses below gamma max 22 completed Day +10 paths · latest Jul 1, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 22 | -1.2% | -4.8% to +0.6% | 41% | -3.8% to +0.3% | 0.0% |
| Day +2 | 22 | -1.8% | -4.0% to +2.7% | 32% | -3.8% to +0.6% | 0.0% |
| Day +3 | 22 | -1.5% | -7.3% to +2.7% | 36% | -6.0% to +2.6% | 0.0% |
| Day +4 | 22 | -0.6% | -9.3% to +2.3% | 50% | -9.2% to +1.5% | 0.0% |
| Day +5 | 22 | -8.2% | -11.8% to +5.4% | 36% | -11.3% to +3.6% | 0.0% |
| Day +6 | 22 | -3.7% | -11.1% to +3.0% | 45% | -11.1% to +1.8% | 0.0% |
| Day +7 | 22 | -3.8% | -13.0% to +1.6% | 36% | -9.5% to +1.4% | 0.0% |
| Day +8 | 22 | -4.8% | -10.7% to +2.7% | 41% | -9.5% to +1.7% | 0.0% |
| Day +9 | 22 | -3.2% | -14.0% to +7.8% | 36% | -12.7% to +7.6% | 0.0% |
| Day +10 | 22 | -5.0% | -14.1% to +7.3% | 41% | -13.9% to +6.1% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 48 |
| Delta neutral crosses | 4 |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 90.5% of 252 |
| Open interest percentile (1y) | 23th |
| Daily open interest change versus prior year | +0.02σ (31 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.2% |
| Open interest change, 21 sessions | -2.7% |
| History available | Mar 1, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 4.40 vs 6.76 (-53.7%)
- closed above gamma max at 4.54 vs 3.08 (+32.1%)
- closed below gamma max at 4.58 vs 6.90 (-50.6%)
- closed above gamma max at 4.73 vs 3.00 (+36.6%)
- closed below gamma max at 4.53 vs 6.87 (-51.7%)
- closed above gamma max at 4.43 vs 3.00 (+32.3%)
- closed below gamma max at 4.52 vs 6.32 (-39.7%)
- closed above gamma max at 4.44 vs 3.00 (+32.4%)
- closed below gamma max at 5.12 vs 5.67 (-10.7%)
- closed above gamma max at 5.47 vs 5.47 (+0.0%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/EH
Questions people ask about EH
Where is EH's gamma max today?
As of Oct 2, 2026, the gamma max for EH is 6.70, +61.9% from the 4.14 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 EH above or below its delta neutral price?
EH closed above delta neutral: 4.14 against a delta neutral price of 0.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EH have?
253,406 contracts of open interest across 92 listed contracts on Oct 2, 2026, +0.0% 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.