ESE max pain, gamma exposure (GEX) & options open interest
As of close · rank #4566 by open interest · snapshot page
ESE's nearest-expiration max pain is 300.00 for 2026-10-16, its GEX flip is 286.93, net GEX is -3,689, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
ESE closed 26.7% below its gamma max of 348.37. It is 1.0% above the delta neutral price of 272.28. Total open interest is 168, +1.2% versus the previous session. What gamma max means · What delta neutral means
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Questions people ask about ESE
Where is ESE's gamma max today?
As of Oct 2, 2026, the gamma max for ESE is 348.37, +26.7% from the 274.95 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 ESE above or below its delta neutral price?
ESE closed above delta neutral: 274.95 against a delta neutral price of 272.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ESE have?
168 contracts of open interest across 59 listed contracts on Oct 2, 2026, +1.2% 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.