Data through close

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

As of close · rank #2743 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ENVA's nearest-expiration max pain is 165.00 for 2026-10-16, its GEX flip is 153.36, net GEX is 204,190, its put/call open-interest ratio is 0.66. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
172.89
prev 171.49
Gamma max
177.26
+2.5% from close
Delta neutral
169.41
-2.0% from close
Gamma neutral
153.36
-11.3% from close
Open interest
3,807
-0.3% vs prev
Contracts listed
242
154 calls · 112 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
165.00
-4.6% from close
2026-10-16
GEX flip
153.36
-11.3% from close
Net GEX
204,190
5,363,532 per 100k OI
Call wall
175.00
+1.2% from close
Put wall
170.00
-1.7% from close
Put/call OI
0.66
1,507 puts / 2,300 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
4.0
within trailing 52-week range
Front / back ATM IV
+39.1% / +47.7%
-8.6 pp front premium
Expected move
+7.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.6%
front-window midpoint premium
25Δ risk reversal
6.5 pp
put IV minus call IV
IV butterfly
10.6 pp
front-window smile convexity
Volume / open interest
0.04
136 contracts traded
Normalized net delta
0.048
option-holder convention
Modeled dealer delta
-0.048
opposite-side scenario
Vanna / 100k OI
1,812
volatility-sensitive delta
Charm / 100k OI
-1,772,472
time-decay-sensitive delta
IV surface range
36.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ENVA closed 2.5% below its gamma max of 177.26. It is 2.0% above the delta neutral price of 169.41. Total open interest is 3,807, -0.3% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← SUI (#2742) OXM (#2744) →

Questions people ask about ENVA

Where is ENVA's gamma max today?

As of Oct 2, 2026, the gamma max for ENVA is 177.26, +2.5% from the 172.89 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 ENVA above or below its delta neutral price?

ENVA closed above delta neutral: 172.89 against a delta neutral price of 169.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ENVA have?

3,807 contracts of open interest across 242 listed contracts on Oct 2, 2026, -0.3% 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.