Data through close

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

As of close · rank #3486 by open interest · snapshot page

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EPI's nearest-expiration max pain is 36.00 for 2026-10-16, its GEX flip is 50.66, net GEX is -38,735, its put/call open-interest ratio is 0.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.53
prev 40.44
Gamma max
31.26
-22.9% from close
Delta neutral
38.81
-4.2% from close
Gamma neutral
50.66
+25.0% from close
Open interest
1,351
+3.5% vs prev
Contracts listed
48
28 calls · 20 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
36.00
-11.2% from close
2026-10-16
GEX flip
50.66
+25.0% from close
Net GEX
-38,735
-2,867,122 per 100k OI
Call wall
42.00
+3.6% from close
Put wall
41.00
+1.2% from close
Put/call OI
0.64
526 puts / 825 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
23.0
within trailing 52-week range
Front / back ATM IV
+20.8% / +19.4%
1.4 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
-59.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
18 contracts traded
Normalized net delta
0.138
option-holder convention
Modeled dealer delta
-0.138
opposite-side scenario
Vanna / 100k OI
-1,184
volatility-sensitive delta
Charm / 100k OI
-1,461,288
time-decay-sensitive delta
IV surface range
66.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EPI closed 22.9% above its gamma max of 31.26. It is 4.2% above the delta neutral price of 38.81. Total open interest is 1,351, +3.5% 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

← FCNCA (#3485) G (#3487) →

Questions people ask about EPI

Where is EPI's gamma max today?

As of Oct 2, 2026, the gamma max for EPI is 31.26, -22.9% from the 40.53 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 EPI above or below its delta neutral price?

EPI closed above delta neutral: 40.53 against a delta neutral price of 38.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EPI have?

1,351 contracts of open interest across 48 listed contracts on Oct 2, 2026, +3.5% 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.