Data through close

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

As of close · rank #4724 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

EPV's nearest-expiration max pain is 18.00 for 2026-10-16, net GEX is 12,837, its put/call open-interest ratio is 0.14. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.00
prev 19.44
Gamma max
18.80
-1.0% from close
Delta neutral
15.84
-16.6% from close
Gamma neutral
19.00
0.0% from close
Open interest
107
+0.9% vs prev
Contracts listed
23
20 calls · 3 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
18.00
-5.3% from close
2026-10-16
GEX flip
–
Net GEX
12,837
11,997,598 per 100k OI
Call wall
18.00
-5.3% from close
Put wall
18.00
-5.3% from close
Put/call OI
0.14
13 puts / 94 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
45.1
within trailing 52-week range
Front / back ATM IV
+35.7% / +31.9%
3.8 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
2 contracts traded
Normalized net delta
0.301
option-holder convention
Modeled dealer delta
-0.301
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EPV closed 1.0% above its gamma max of 18.80. It is 16.6% above the delta neutral price of 15.84. Total open interest is 107, +0.9% 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

← SKHZ (#4723) KFRC (#4725) →

Questions people ask about EPV

Where is EPV's gamma max today?

As of Oct 2, 2026, the gamma max for EPV is 18.80, -1.0% from the 19.00 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 EPV above or below its delta neutral price?

EPV closed above delta neutral: 19.00 against a delta neutral price of 15.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EPV have?

107 contracts of open interest across 23 listed contracts on Oct 2, 2026, +0.9% 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.