Data through close

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

As of close · rank #2535 by open interest · snapshot page

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ESLT's nearest-expiration max pain is 720.00 for 2026-10-16, its GEX flip is 735.96, net GEX is -215,233, its put/call open-interest ratio is 0.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
696.23
prev 695.68
Gamma max
815.71
+17.2% from close
Delta neutral
741.04
+6.4% from close
Gamma neutral
735.96
+5.7% from close
Open interest
5,337
+0.4% vs prev
Contracts listed
300
179 calls · 140 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
720.00
+3.4% from close
2026-10-16
GEX flip
735.96
+5.7% from close
Net GEX
-215,233
-4,032,840 per 100k OI
Call wall
810.00
+16.3% from close
Put wall
710.00
+2.0% from close
Put/call OI
0.80
2,364 puts / 2,973 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
17.0
within trailing 52-week range
Front / back ATM IV
+32.7% / +39.2%
-6.5 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+11.2%
front-window midpoint premium
25Δ risk reversal
-6.3 pp
put IV minus call IV
IV butterfly
2.3 pp
front-window smile convexity
Volume / open interest
0.00
26 contracts traded
Normalized net delta
-0.086
option-holder convention
Modeled dealer delta
0.086
opposite-side scenario
Vanna / 100k OI
1,124
volatility-sensitive delta
Charm / 100k OI
7,741,053
time-decay-sensitive delta
IV surface range
21.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ESLT closed 17.2% below its gamma max of 815.71. It is 6.4% below the delta neutral price of 741.04. Total open interest is 5,337, +0.4% 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

← VSEC (#2534) RLJ (#2536) →

Questions people ask about ESLT

Where is ESLT's gamma max today?

As of Oct 2, 2026, the gamma max for ESLT is 815.71, +17.2% from the 696.23 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 ESLT above or below its delta neutral price?

ESLT closed below delta neutral: 696.23 against a delta neutral price of 741.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ESLT have?

5,337 contracts of open interest across 300 listed contracts on Oct 2, 2026, +0.4% 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.