Data through close

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

As of close · rank #2987 by open interest · snapshot page

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EWI's nearest-expiration max pain is 64.00 for 2026-10-16, its GEX flip is 43.34, net GEX is 271,048, its put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
57.40
prev 57.24
Gamma max
54.02
-5.9% from close
Delta neutral
56.09
-2.3% from close
Gamma neutral
43.34
-24.5% from close
Open interest
2,739
+7.1% vs prev
Contracts listed
53
31 calls · 24 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
64.00
+11.5% from close
2026-10-16
GEX flip
43.34
-24.5% from close
Net GEX
271,048
9,895,877 per 100k OI
Call wall
53.00
-7.7% from close
Put wall
68.00
+18.5% from close
Put/call OI
0.69
1,120 puts / 1,619 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
15.1
within trailing 52-week range
Front / back ATM IV
+28.9% / +15.3%
13.6 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
16.7 pp
put IV minus call IV
IV butterfly
-3.4 pp
front-window smile convexity
Volume / open interest
0.01
15 contracts traded
Normalized net delta
0.116
option-holder convention
Modeled dealer delta
-0.106
opposite-side scenario
Vanna / 100k OI
-5,659
volatility-sensitive delta
Charm / 100k OI
1,234,283
time-decay-sensitive delta
IV surface range
75.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EWI closed 5.9% above its gamma max of 54.02. It is 2.3% above the delta neutral price of 56.09. Total open interest is 2,739, +7.1% 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

← SCHV (#2986) MNTN (#2988) →

Questions people ask about EWI

Where is EWI's gamma max today?

As of Oct 2, 2026, the gamma max for EWI is 54.02, -5.9% from the 57.40 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 EWI above or below its delta neutral price?

EWI closed above delta neutral: 57.40 against a delta neutral price of 56.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EWI have?

2,739 contracts of open interest across 53 listed contracts on Oct 2, 2026, +7.1% 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.