Data through close

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

As of close · rank #4860 by open interest · snapshot page

EURL's nearest-expiration max pain is 42.00 for 2026-10-16, net GEX is -385, its put/call open-interest ratio is 0.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.48
prev 40.28
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
72
+2.9% vs prev
Contracts listed
19
14 calls · 6 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
42.00
+1.3% from close
2026-10-16
GEX flip
–
Net GEX
-385
-534,131 per 100k OI
Call wall
47.00
+13.3% from close
Put wall
43.00
+3.7% from close
Put/call OI
0.80
32 puts / 40 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
22.2
within trailing 52-week range
Front / back ATM IV
+78.0% / +49.5%
28.5 pp front premium
Expected move
+15.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.043
option-holder convention
Modeled dealer delta
0.043
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 72, +2.9% 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

Questions people ask about EURL

Where is EURL's gamma max today?

No gamma max could be computed for EURL on Oct 2, 2026. 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 EURL above or below its delta neutral price?

No delta neutral price was available for EURL on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EURL have?

72 contracts of open interest across 19 listed contracts on Oct 2, 2026, +2.9% 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.