Data through close

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

As of close · rank #1864 by open interest · snapshot page

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EMN's nearest-expiration max pain is 65.00 for 2026-10-16, its GEX flip is 61.02, net GEX is 445,315, its put/call open-interest ratio is 0.50. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
64.87
prev 64.05
Gamma max
73.93
+14.0% from close
Delta neutral
64.48
-0.6% from close
Gamma neutral
61.02
-5.9% from close
Open interest
13,294
+0.8% vs prev
Contracts listed
124
76 calls · 60 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
65.00
+0.2% from close
2026-10-16
GEX flip
61.02
-5.9% from close
Net GEX
445,315
3,349,742 per 100k OI
Call wall
70.00
+7.9% from close
Put wall
65.00
+0.2% from close
Put/call OI
0.50
4,421 puts / 8,873 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
11.2
within trailing 52-week range
Front / back ATM IV
+31.7% / +34.4%
-2.7 pp front premium
Expected move
+6.2%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
3.4 pp
put IV minus call IV
IV butterfly
4.2 pp
front-window smile convexity
Volume / open interest
0.04
517 contracts traded
Normalized net delta
0.019
option-holder convention
Modeled dealer delta
-0.019
opposite-side scenario
Vanna / 100k OI
3,490
volatility-sensitive delta
Charm / 100k OI
84,106
time-decay-sensitive delta
IV surface range
37.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EMN closed 14.0% below its gamma max of 73.93. It is 0.6% above the delta neutral price of 64.48. Total open interest is 13,294, +0.8% 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

← CGEM (#1863) NSC (#1865) →

Questions people ask about EMN

Where is EMN's gamma max today?

As of Oct 2, 2026, the gamma max for EMN is 73.93, +14.0% from the 64.87 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 EMN above or below its delta neutral price?

EMN closed above delta neutral: 64.87 against a delta neutral price of 64.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EMN have?

13,294 contracts of open interest across 124 listed contracts on Oct 2, 2026, +0.8% 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.