Data through close

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

As of close · rank #1291 by open interest · snapshot page

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EUV's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 16.32, net GEX is 2,572,599, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.92
prev 26.10
Gamma max
27.70
+2.9% from close
Delta neutral
20.92
-22.3% from close
Gamma neutral
16.32
-39.4% from close
Open interest
29,868
+1.2% vs prev
Contracts listed
117
77 calls · 58 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
25.00
-7.1% from close
2026-10-16
GEX flip
16.32
-39.4% from close
Net GEX
2,572,599
8,613,229 per 100k OI
Call wall
40.00
+48.6% from close
Put wall
25.00
-7.1% from close
Put/call OI
0.12
3,137 puts / 26,731 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
0.0
within trailing 52-week range
Front / back ATM IV
+46.5% / +47.7%
-1.2 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+7.6%
front-window midpoint premium
25Δ risk reversal
-127.6 pp
put IV minus call IV
IV butterfly
12.4 pp
front-window smile convexity
Volume / open interest
0.03
999 contracts traded
Normalized net delta
0.223
option-holder convention
Modeled dealer delta
-0.221
opposite-side scenario
Vanna / 100k OI
3,499
volatility-sensitive delta
Charm / 100k OI
-484,897
time-decay-sensitive delta
IV surface range
100.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EUV closed 2.9% below its gamma max of 27.70. It is 22.3% above the delta neutral price of 20.92. Total open interest is 29,868, +1.2% 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

← ELV (#1290) CROX (#1292) →

Questions people ask about EUV

Where is EUV's gamma max today?

As of Oct 2, 2026, the gamma max for EUV is 27.70, +2.9% from the 26.92 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 EUV above or below its delta neutral price?

EUV closed above delta neutral: 26.92 against a delta neutral price of 20.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EUV have?

29,868 contracts of open interest across 117 listed contracts on Oct 2, 2026, +1.2% 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.