Data through close

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

As of close · rank #3354 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

EVMN's nearest-expiration max pain is 10.00 for 2026-10-16, net GEX is 54,628, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
6.92
prev 7.21
Gamma max
7.49
+8.2% from close
Delta neutral
2.61
-62.3% from close
Gamma neutral
6.92
0.0% from close
Open interest
1,656
+1.8% vs prev
Contracts listed
35
29 calls · 14 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
10.00
+44.5% from close
2026-10-16
GEX flip
–
Net GEX
54,628
3,298,762 per 100k OI
Call wall
10.00
+44.5% from close
Put wall
7.50
+8.4% from close
Put/call OI
0.25
331 puts / 1,325 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
71.9
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-73.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
14 contracts traded
Normalized net delta
0.136
option-holder convention
Modeled dealer delta
-0.136
opposite-side scenario
Vanna / 100k OI
1,087
volatility-sensitive delta
Charm / 100k OI
-1,591,908
time-decay-sensitive delta
IV surface range
80.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EVMN closed 8.2% below its gamma max of 7.49. It is 62.3% above the delta neutral price of 2.61. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,656, +1.8% 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

← PBT (#3353) NVOX (#3355) →

Questions people ask about EVMN

Where is EVMN's gamma max today?

As of Oct 2, 2026, the gamma max for EVMN is 7.49, +8.2% from the 6.92 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 EVMN above or below its delta neutral price?

EVMN closed above delta neutral: 6.92 against a delta neutral price of 2.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EVMN have?

1,656 contracts of open interest across 35 listed contracts on Oct 2, 2026, +1.8% 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.