Data through close

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

As of close · rank #2205 by open interest · snapshot page

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EUFN's nearest-expiration max pain is 41.00 for 2026-10-16, net GEX is -1,494,716, its put/call open-interest ratio is 5.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
38.98
prev 38.67
Gamma max
47.00
+20.6% from close
Delta neutral
43.52
+11.7% from close
Gamma neutral
38.98
0.0% from close
Open interest
8,526
+0.2% vs prev
Contracts listed
71
35 calls · 41 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
41.00
+5.2% from close
2026-10-16
GEX flip
–
Net GEX
-1,494,716
-17,531,267 per 100k OI
Call wall
38.00
-2.5% from close
Put wall
41.00
+5.2% from close
Put/call OI
5.85
7,281 puts / 1,245 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
15.9
within trailing 52-week range
Front / back ATM IV
+25.9% / +24.6%
1.3 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
48.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.51
4,362 contracts traded
Normalized net delta
-0.371
option-holder convention
Modeled dealer delta
0.368
opposite-side scenario
Vanna / 100k OI
-798
volatility-sensitive delta
Charm / 100k OI
1,837,579
time-decay-sensitive delta
IV surface range
129.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EUFN closed 20.6% below its gamma max of 47.00. It is 11.7% below the delta neutral price of 43.52. Total open interest is 8,526, +0.2% 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

← VNO (#2204) HUYA (#2206) →

Questions people ask about EUFN

Where is EUFN's gamma max today?

As of Oct 2, 2026, the gamma max for EUFN is 47.00, +20.6% from the 38.98 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 EUFN above or below its delta neutral price?

EUFN closed below delta neutral: 38.98 against a delta neutral price of 43.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EUFN have?

8,526 contracts of open interest across 71 listed contracts on Oct 2, 2026, +0.2% 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.