Data through close

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

As of close · rank #1818 by open interest · snapshot page

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EPAM's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 106.34, net GEX is 86,915, its put/call open-interest ratio is 1.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
108.29
prev 114.35
Gamma max
124.29
+14.8% from close
Delta neutral
110.07
+1.6% from close
Gamma neutral
106.34
-1.8% from close
Open interest
14,160
+1.0% vs prev
Contracts listed
198
130 calls · 93 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
110.00
+1.6% from close
2026-10-16
GEX flip
106.34
-1.8% from close
Net GEX
86,915
613,803 per 100k OI
Call wall
120.00
+10.8% from close
Put wall
110.00
+1.6% from close
Put/call OI
1.08
7,346 puts / 6,814 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
43.3
within trailing 52-week range
Front / back ATM IV
+48.7% / +59.0%
-10.3 pp front premium
Expected move
+9.5%
14 DTE · one standard deviation
ATM straddle / spot
+7.6%
front-window midpoint premium
25Δ risk reversal
7.1 pp
put IV minus call IV
IV butterfly
-17.8 pp
front-window smile convexity
Volume / open interest
0.03
450 contracts traded
Normalized net delta
0.019
option-holder convention
Modeled dealer delta
-0.019
opposite-side scenario
Vanna / 100k OI
2,655
volatility-sensitive delta
Charm / 100k OI
-606,130
time-decay-sensitive delta
IV surface range
89.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EPAM closed 14.8% below its gamma max of 124.29. It is 1.6% below the delta neutral price of 110.07. Total open interest is 14,160, +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

Neighbours by open interest

← IMMR (#1817) ADBG (#1819) →

Questions people ask about EPAM

Where is EPAM's gamma max today?

As of Oct 2, 2026, the gamma max for EPAM is 124.29, +14.8% from the 108.29 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 EPAM above or below its delta neutral price?

EPAM closed below delta neutral: 108.29 against a delta neutral price of 110.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EPAM have?

14,160 contracts of open interest across 198 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.