Data through close

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

As of close · rank #3269 by open interest · snapshot page

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ESNT's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 68.85, net GEX is -468,821, its put/call open-interest ratio is 3.72. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
60.22
prev 58.86
Gamma max
74.02
+22.9% from close
Delta neutral
66.15
+9.8% from close
Gamma neutral
68.85
+14.3% from close
Open interest
1,838
+0.6% vs prev
Contracts listed
30
16 calls · 15 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
60.00
-0.4% from close
2026-10-16
GEX flip
68.85
+14.3% from close
Net GEX
-468,821
-25,507,139 per 100k OI
Call wall
70.00
+16.2% from close
Put wall
60.00
-0.4% from close
Put/call OI
3.72
1,449 puts / 389 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
3.1
within trailing 52-week range
Front / back ATM IV
+30.8% / +31.7%
-0.8 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
+11.3%
front-window midpoint premium
25Δ risk reversal
-23.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
23 contracts traded
Normalized net delta
-0.254
option-holder convention
Modeled dealer delta
0.254
opposite-side scenario
Vanna / 100k OI
3,645
volatility-sensitive delta
Charm / 100k OI
2,827,258
time-decay-sensitive delta
IV surface range
38.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ESNT closed 22.9% below its gamma max of 74.02. It is 9.8% below the delta neutral price of 66.15. Total open interest is 1,838, +0.6% 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

← ECG (#3268) GNSS (#3270) →

Questions people ask about ESNT

Where is ESNT's gamma max today?

As of Oct 2, 2026, the gamma max for ESNT is 74.02, +22.9% from the 60.22 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 ESNT above or below its delta neutral price?

ESNT closed below delta neutral: 60.22 against a delta neutral price of 66.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ESNT have?

1,838 contracts of open interest across 30 listed contracts on Oct 2, 2026, +0.6% 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.