Data through close

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

As of close · rank #2605 by open interest · snapshot page

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EVR's nearest-expiration max pain is 260.00 for 2026-10-16, its GEX flip is 238.14, net GEX is 850,941, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
261.68
prev 259.00
Gamma max
278.74
+6.5% from close
Delta neutral
253.55
-3.1% from close
Gamma neutral
238.14
-9.0% from close
Open interest
4,793
+0.2% vs prev
Contracts listed
138
98 calls · 61 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
260.00
-0.6% from close
2026-10-16
GEX flip
238.14
-9.0% from close
Net GEX
850,941
17,753,820 per 100k OI
Call wall
280.00
+7.0% from close
Put wall
240.00
-8.3% from close
Put/call OI
0.27
1,025 puts / 3,768 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
10.1
within trailing 52-week range
Front / back ATM IV
+36.6% / +40.4%
-3.9 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
11.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
53 contracts traded
Normalized net delta
0.078
option-holder convention
Modeled dealer delta
-0.078
opposite-side scenario
Vanna / 100k OI
2,754
volatility-sensitive delta
Charm / 100k OI
-4,224,181
time-decay-sensitive delta
IV surface range
46.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EVR closed 6.5% below its gamma max of 278.74. It is 3.1% above the delta neutral price of 253.55. Total open interest is 4,793, +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

← TNL (#2604) BBVA (#2606) →

Questions people ask about EVR

Where is EVR's gamma max today?

As of Oct 2, 2026, the gamma max for EVR is 278.74, +6.5% from the 261.68 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 EVR above or below its delta neutral price?

EVR closed above delta neutral: 261.68 against a delta neutral price of 253.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EVR have?

4,793 contracts of open interest across 138 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.