Data through close

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

As of close · rank #4113 by open interest · snapshot page

ELA's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 2.99, net GEX is 33,908, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.16
prev 12.19
Gamma max
12.18
+0.1% from close
Delta neutral
7.32
-39.8% from close
Gamma neutral
2.99
-75.4% from close
Open interest
457
0.0% vs prev
Contracts listed
33
24 calls · 13 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
10.00
-17.8% from close
2026-10-16
GEX flip
2.99
-75.4% from close
Net GEX
33,908
7,419,698 per 100k OI
Call wall
12.50
+2.8% from close
Put wall
12.50
+2.8% from close
Put/call OI
0.10
41 puts / 416 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
52.8
within trailing 52-week range
Front / back ATM IV
+66.0% / +70.3%
-4.3 pp front premium
Expected move
+12.9%
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
0.329
option-holder convention
Modeled dealer delta
-0.329
opposite-side scenario
Vanna / 100k OI
438
volatility-sensitive delta
Charm / 100k OI
-2,467,396
time-decay-sensitive delta
IV surface range
71.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ELA closed 0.1% below its gamma max of 12.18. It is 39.8% above the delta neutral price of 7.32. Total open interest is 457, 0.0% 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

Questions people ask about ELA

Where is ELA's gamma max today?

As of Oct 2, 2026, the gamma max for ELA is 12.18, +0.1% from the 12.16 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 ELA above or below its delta neutral price?

ELA closed above delta neutral: 12.16 against a delta neutral price of 7.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ELA have?

457 contracts of open interest across 33 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.