Data through close

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

As of close · rank #1020 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

EW's nearest-expiration max pain is 87.50 for 2026-10-16, its GEX flip is 82.59, net GEX is 1,152,643, its put/call open-interest ratio is 1.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
85.15
prev 85.19
Gamma max
93.65
+10.0% from close
Delta neutral
83.84
-1.5% from close
Gamma neutral
82.59
-3.0% from close
Open interest
47,078
+0.8% vs prev
Contracts listed
292
174 calls · 146 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
87.50
+2.8% from close
2026-10-16
GEX flip
82.59
-3.0% from close
Net GEX
1,152,643
2,448,368 per 100k OI
Call wall
90.00
+5.7% from close
Put wall
85.00
-0.2% from close
Put/call OI
1.04
23,946 puts / 23,132 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
27.5
within trailing 52-week range
Front / back ATM IV
+27.1% / +35.0%
-7.8 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
2.7 pp
put IV minus call IV
IV butterfly
-4.7 pp
front-window smile convexity
Volume / open interest
0.00
97 contracts traded
Normalized net delta
0.028
option-holder convention
Modeled dealer delta
-0.028
opposite-side scenario
Vanna / 100k OI
4,584
volatility-sensitive delta
Charm / 100k OI
-81,643
time-decay-sensitive delta
IV surface range
63.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EW closed 10.0% below its gamma max of 93.65. It is 1.5% above the delta neutral price of 83.84. Total open interest is 47,078, +0.8% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← DT (#1019) FSK (#1021) →

Questions people ask about EW

Where is EW's gamma max today?

As of Oct 2, 2026, the gamma max for EW is 93.65, +10.0% from the 85.15 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 EW above or below its delta neutral price?

EW closed above delta neutral: 85.15 against a delta neutral price of 83.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EW have?

47,078 contracts of open interest across 292 listed contracts on Oct 2, 2026, +0.8% 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.