Data through close

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

As of close · rank #3536 by open interest · snapshot page

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EWL's nearest-expiration max pain is 62.00 for 2026-10-16, its GEX flip is 69.18, net GEX is -613,008, its put/call open-interest ratio is 4.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
59.23
prev 58.82
Gamma max
74.60
+25.9% from close
Delta neutral
64.48
+8.9% from close
Gamma neutral
69.18
+16.8% from close
Open interest
1,261
+18.5% vs prev
Contracts listed
51
19 calls · 32 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
62.00
+4.7% from close
2026-10-16
GEX flip
69.18
+16.8% from close
Net GEX
-613,008
-48,612,884 per 100k OI
Call wall
61.00
+3.0% from close
Put wall
60.00
+1.3% from close
Put/call OI
4.39
1,027 puts / 234 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
22.9
within trailing 52-week range
Front / back ATM IV
+21.4% / +13.8%
7.7 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
5 contracts traded
Normalized net delta
-0.379
option-holder convention
Modeled dealer delta
0.379
opposite-side scenario
Vanna / 100k OI
714
volatility-sensitive delta
Charm / 100k OI
394,449
time-decay-sensitive delta
IV surface range
91.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EWL closed 25.9% below its gamma max of 74.60. It is 8.9% below the delta neutral price of 64.48. Total open interest is 1,261, +18.5% 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

← TCBI (#3535) MITT (#3537) →

Questions people ask about EWL

Where is EWL's gamma max today?

As of Oct 2, 2026, the gamma max for EWL is 74.60, +25.9% from the 59.23 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 EWL above or below its delta neutral price?

EWL closed below delta neutral: 59.23 against a delta neutral price of 64.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EWL have?

1,261 contracts of open interest across 51 listed contracts on Oct 2, 2026, +18.5% 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.