Data through close

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

As of close · rank #3892 by open interest · snapshot page

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EPC's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 29.07, net GEX is -10,924, its put/call open-interest ratio is 1.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.97
prev 26.67
Gamma max
33.77
+25.2% from close
Delta neutral
26.03
-3.5% from close
Gamma neutral
29.07
+7.8% from close
Open interest
672
0.0% vs prev
Contracts listed
29
16 calls · 16 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
25.00
-7.3% from close
2026-10-16
GEX flip
29.07
+7.8% from close
Net GEX
-10,924
-1,625,581 per 100k OI
Call wall
30.00
+11.2% from close
Put wall
22.50
-16.6% from close
Put/call OI
1.47
400 puts / 272 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
35.3
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-13.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.152
option-holder convention
Modeled dealer delta
-0.151
opposite-side scenario
Vanna / 100k OI
1,637
volatility-sensitive delta
Charm / 100k OI
-78,869
time-decay-sensitive delta
IV surface range
63.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EPC closed 25.2% below its gamma max of 33.77. It is 3.5% above the delta neutral price of 26.03. Total open interest is 672, 0.0% 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

← USL (#3891) DTCX (#3893) →

Questions people ask about EPC

Where is EPC's gamma max today?

As of Oct 2, 2026, the gamma max for EPC is 33.77, +25.2% from the 26.97 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 EPC above or below its delta neutral price?

EPC closed above delta neutral: 26.97 against a delta neutral price of 26.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EPC have?

672 contracts of open interest across 29 listed contracts on Oct 2, 2026, 0.0% 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.