Data through close

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

As of close · rank #2958 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

EHC's nearest-expiration max pain is 120.00 for 2026-10-16, its GEX flip is 98.52, net GEX is 392,127, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
119.80
prev 119.06
Gamma max
129.37
+8.0% from close
Delta neutral
113.16
-5.5% from close
Gamma neutral
98.52
-17.8% from close
Open interest
2,850
+3.9% vs prev
Contracts listed
90
56 calls · 40 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
120.00
+0.2% from close
2026-10-16
GEX flip
98.52
-17.8% from close
Net GEX
392,127
13,758,840 per 100k OI
Call wall
130.00
+8.5% from close
Put wall
120.00
+0.2% from close
Put/call OI
0.27
605 puts / 2,245 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
32.2
within trailing 52-week range
Front / back ATM IV
+27.5% / +32.1%
-4.6 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
114.3 pp
put IV minus call IV
IV butterfly
1.3 pp
front-window smile convexity
Volume / open interest
0.06
164 contracts traded
Normalized net delta
0.100
option-holder convention
Modeled dealer delta
-0.099
opposite-side scenario
Vanna / 100k OI
2,105
volatility-sensitive delta
Charm / 100k OI
-1,290,526
time-decay-sensitive delta
IV surface range
139.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EHC closed 8.0% below its gamma max of 129.37. It is 5.5% above the delta neutral price of 113.16. Total open interest is 2,850, +3.9% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← DOG (#2957) WWW (#2959) →

Questions people ask about EHC

Where is EHC's gamma max today?

As of Oct 2, 2026, the gamma max for EHC is 129.37, +8.0% from the 119.80 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 EHC above or below its delta neutral price?

EHC closed above delta neutral: 119.80 against a delta neutral price of 113.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EHC have?

2,850 contracts of open interest across 90 listed contracts on Oct 2, 2026, +3.9% 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.