Data through close

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

As of close · rank #3243 by open interest · snapshot page

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ELIL's nearest-expiration max pain is 23.00 for 2026-10-16, its GEX flip is 27.78, net GEX is -7,578, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.90
prev 27.20
Gamma max
31.90
+18.6% from close
Delta neutral
25.56
-5.0% from close
Gamma neutral
27.78
+3.3% from close
Open interest
1,905
+2.6% vs prev
Contracts listed
78
49 calls · 39 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
23.00
-14.5% from close
2026-10-16
GEX flip
27.78
+3.3% from close
Net GEX
-7,578
-397,791 per 100k OI
Call wall
25.00
-7.1% from close
Put wall
23.00
-14.5% from close
Put/call OI
0.74
808 puts / 1,097 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
8.5
within trailing 52-week range
Front / back ATM IV
+63.4% / +76.9%
-13.5 pp front premium
Expected move
+12.4%
14 DTE · one standard deviation
ATM straddle / spot
+9.7%
front-window midpoint premium
25Δ risk reversal
-4.6 pp
put IV minus call IV
IV butterfly
5.4 pp
front-window smile convexity
Volume / open interest
0.02
41 contracts traded
Normalized net delta
0.284
option-holder convention
Modeled dealer delta
-0.284
opposite-side scenario
Vanna / 100k OI
52
volatility-sensitive delta
Charm / 100k OI
-2,511,706
time-decay-sensitive delta
IV surface range
49.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ELIL closed 18.6% below its gamma max of 31.90. It is 5.0% above the delta neutral price of 25.56. Total open interest is 1,905, +2.6% 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

← AVNW (#3242) TNXP (#3244) →

Questions people ask about ELIL

Where is ELIL's gamma max today?

As of Oct 2, 2026, the gamma max for ELIL is 31.90, +18.6% from the 26.90 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 ELIL above or below its delta neutral price?

ELIL closed above delta neutral: 26.90 against a delta neutral price of 25.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ELIL have?

1,905 contracts of open interest across 78 listed contracts on Oct 2, 2026, +2.6% 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.