Data through close

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

As of close · rank #3753 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

EUO's nearest-expiration max pain is 31.00 for 2026-10-16, net GEX is 269,589, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.02
prev 32.13
Gamma max
32.01
-0.0% from close
Delta neutral
26.55
-17.1% from close
Gamma neutral
32.02
0.0% from close
Open interest
900
-1.6% vs prev
Contracts listed
31
31 calls · 3 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
31.00
-3.2% from close
2026-10-16
GEX flip
–
Net GEX
269,589
29,954,313 per 100k OI
Call wall
33.00
+3.1% from close
Put wall
28.00
-12.6% from close
Put/call OI
0.16
124 puts / 776 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
20.5
within trailing 52-week range
Front / back ATM IV
+56.6% / +19.1%
37.6 pp front premium
Expected move
+11.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-17.5 pp
put IV minus call IV
IV butterfly
-7.2 pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
0.427
option-holder convention
Modeled dealer delta
-0.362
opposite-side scenario
Vanna / 100k OI
889
volatility-sensitive delta
Charm / 100k OI
-125,111
time-decay-sensitive delta
IV surface range
47.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EUO closed right at its gamma max of 32.01. It is 17.1% above the delta neutral price of 26.55. Total open interest is 900, -1.6% 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

Neighbours by open interest

← RBLU (#3752) CRCD (#3754) →

Questions people ask about EUO

Where is EUO's gamma max today?

As of Oct 2, 2026, the gamma max for EUO is 32.01, -0.0% from the 32.02 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 EUO above or below its delta neutral price?

EUO closed above delta neutral: 32.02 against a delta neutral price of 26.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EUO have?

900 contracts of open interest across 31 listed contracts on Oct 2, 2026, -1.6% 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.