Data through close

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

As of close · rank #2387 by open interest · snapshot page

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EME's nearest-expiration max pain is 760.00 for 2026-10-16, its GEX flip is 731.11, net GEX is 282,339, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
786.61
prev 769.03
Gamma max
835.86
+6.3% from close
Delta neutral
729.19
-7.3% from close
Gamma neutral
731.11
-7.1% from close
Open interest
6,634
+1.0% vs prev
Contracts listed
344
227 calls · 176 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
760.00
-3.4% from close
2026-10-16
GEX flip
731.11
-7.1% from close
Net GEX
282,339
4,255,933 per 100k OI
Call wall
800.00
+1.7% from close
Put wall
760.00
-3.4% from close
Put/call OI
0.55
2,352 puts / 4,282 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
31.9
within trailing 52-week range
Front / back ATM IV
+33.1% / +45.2%
-12.1 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+5.3%
front-window midpoint premium
25Δ risk reversal
-0.8 pp
put IV minus call IV
IV butterfly
6.5 pp
front-window smile convexity
Volume / open interest
0.04
251 contracts traded
Normalized net delta
0.264
option-holder convention
Modeled dealer delta
-0.264
opposite-side scenario
Vanna / 100k OI
-392
volatility-sensitive delta
Charm / 100k OI
-2,927,781
time-decay-sensitive delta
IV surface range
57.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EME closed 6.3% below its gamma max of 835.86. It is 7.3% above the delta neutral price of 729.19. Total open interest is 6,634, +1.0% 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

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Neighbours by open interest

← BEP (#2386) GRWG (#2388) →

Questions people ask about EME

Where is EME's gamma max today?

As of Oct 2, 2026, the gamma max for EME is 835.86, +6.3% from the 786.61 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 EME above or below its delta neutral price?

EME closed above delta neutral: 786.61 against a delta neutral price of 729.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EME have?

6,634 contracts of open interest across 344 listed contracts on Oct 2, 2026, +1.0% 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.