Data through close

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

As of close · rank #826 by open interest · snapshot page

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EMR's nearest-expiration max pain is 155.00 for 2026-10-09, its GEX flip is 121.57, net GEX is 8,702,127, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
161.62
prev 158.54
Gamma max
163.72
+1.3% from close
Delta neutral
129.80
-19.7% from close
Gamma neutral
121.57
-24.8% from close
Open interest
68,264
-3.0% vs prev
Contracts listed
375
233 calls · 198 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
155.00
-4.1% from close
2026-10-09
GEX flip
121.57
-24.8% from close
Net GEX
8,702,127
12,747,755 per 100k OI
Call wall
170.00
+5.2% from close
Put wall
150.00
-7.2% from close
Put/call OI
0.44
21,021 puts / 47,243 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
73.3
within trailing 52-week range
Front / back ATM IV
+31.5% / +33.4%
-1.9 pp front premium
Expected move
+4.4%
7 DTE · one standard deviation
ATM straddle / spot
+5.4%
front-window midpoint premium
25Δ risk reversal
4.9 pp
put IV minus call IV
IV butterfly
13.3 pp
front-window smile convexity
Volume / open interest
0.05
3,591 contracts traded
Normalized net delta
0.342
option-holder convention
Modeled dealer delta
-0.339
opposite-side scenario
Vanna / 100k OI
-685
volatility-sensitive delta
Charm / 100k OI
-1,586,926
time-decay-sensitive delta
IV surface range
49.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EMR closed 1.3% below its gamma max of 163.72. It is 19.7% above the delta neutral price of 129.80. Total open interest is 68,264, -3.0% 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

← FSM (#825) PLD (#827) →

Questions people ask about EMR

Where is EMR's gamma max today?

As of Oct 2, 2026, the gamma max for EMR is 163.72, +1.3% from the 161.62 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 EMR above or below its delta neutral price?

EMR closed above delta neutral: 161.62 against a delta neutral price of 129.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EMR have?

68,264 contracts of open interest across 375 listed contracts on Oct 2, 2026, -3.0% 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.