Data through close

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

As of close · rank #640 by open interest · snapshot page

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ELF's nearest-expiration max pain is 101.00 for 2026-10-09, its GEX flip is 93.11, net GEX is 4,352,394, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
104.68
prev 104.09
Gamma max
113.07
+8.0% from close
Delta neutral
91.75
-12.4% from close
Gamma neutral
93.11
-11.0% from close
Open interest
98,577
-1.4% vs prev
Contracts listed
540
336 calls · 278 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
101.00
-3.5% from close
2026-10-09
GEX flip
93.11
-11.0% from close
Net GEX
4,352,394
4,415,223 per 100k OI
Call wall
115.00
+9.9% from close
Put wall
95.00
-9.2% from close
Put/call OI
0.70
40,758 puts / 57,819 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
70.7
within trailing 52-week range
Front / back ATM IV
+53.7% / +65.2%
-11.5 pp front premium
Expected move
+7.4%
7 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
4.2 pp
put IV minus call IV
IV butterfly
2.9 pp
front-window smile convexity
Volume / open interest
0.03
2,800 contracts traded
Normalized net delta
0.222
option-holder convention
Modeled dealer delta
-0.214
opposite-side scenario
Vanna / 100k OI
968
volatility-sensitive delta
Charm / 100k OI
-1,541,365
time-decay-sensitive delta
IV surface range
102.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ELF closed 8.0% below its gamma max of 113.07. It is 12.4% above the delta neutral price of 91.75. Total open interest is 98,577, -1.4% 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

← UVIX (#639) BMEA (#641) →

Questions people ask about ELF

Where is ELF's gamma max today?

As of Oct 2, 2026, the gamma max for ELF is 113.07, +8.0% from the 104.68 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 ELF above or below its delta neutral price?

ELF closed above delta neutral: 104.68 against a delta neutral price of 91.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ELF have?

98,577 contracts of open interest across 540 listed contracts on Oct 2, 2026, -1.4% 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.