Data through close

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

As of close · rank #3301 by open interest · snapshot page

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ERIE's nearest-expiration max pain is 230.00 for 2026-10-16, its GEX flip is 161.82, net GEX is 213,071, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
221.09
prev 222.11
Gamma max
241.35
+9.2% from close
Delta neutral
196.66
-11.1% from close
Gamma neutral
161.82
-26.8% from close
Open interest
1,773
-0.1% vs prev
Contracts listed
80
48 calls · 35 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
230.00
+4.0% from close
2026-10-16
GEX flip
161.82
-26.8% from close
Net GEX
213,071
12,017,567 per 100k OI
Call wall
240.00
+8.6% from close
Put wall
220.00
-0.5% from close
Put/call OI
0.13
198 puts / 1,575 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
5.7
within trailing 52-week range
Front / back ATM IV
+35.8% / +37.3%
-1.5 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
0.00
6 contracts traded
Normalized net delta
0.125
option-holder convention
Modeled dealer delta
-0.125
opposite-side scenario
Vanna / 100k OI
2,820
volatility-sensitive delta
Charm / 100k OI
-5,342,752
time-decay-sensitive delta
IV surface range
67.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ERIE closed 9.2% below its gamma max of 241.35. It is 11.1% above the delta neutral price of 196.66. Total open interest is 1,773, -0.1% 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

← LIND (#3300) EXPO (#3302) →

Questions people ask about ERIE

Where is ERIE's gamma max today?

As of Oct 2, 2026, the gamma max for ERIE is 241.35, +9.2% from the 221.09 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 ERIE above or below its delta neutral price?

ERIE closed above delta neutral: 221.09 against a delta neutral price of 196.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ERIE have?

1,773 contracts of open interest across 80 listed contracts on Oct 2, 2026, -0.1% 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.