Data through close

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

As of close · rank #4349 by open interest · snapshot page

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EWV's nearest-expiration max pain is 18.00 for 2026-10-16, its GEX flip is 6.31, net GEX is 25,716, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.45
prev 15.99
Gamma max
17.42
+12.8% from close
Delta neutral
14.31
-7.4% from close
Gamma neutral
6.31
-59.2% from close
Open interest
276
0.0% vs prev
Contracts listed
25
20 calls · 5 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
18.00
+16.5% from close
2026-10-16
GEX flip
6.31
-59.2% from close
Net GEX
25,716
9,317,242 per 100k OI
Call wall
18.00
+16.5% from close
Put wall
20.00
+29.4% from close
Put/call OI
0.12
30 puts / 246 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
100.0
within trailing 52-week range
Front / back ATM IV
+41.3% / +41.3%
0.0 pp front premium
Expected move
+22.1%
105 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
0.09
25 contracts traded
Normalized net delta
0.062
option-holder convention
Modeled dealer delta
-0.062
opposite-side scenario
Vanna / 100k OI
725
volatility-sensitive delta
Charm / 100k OI
-149,275
time-decay-sensitive delta
IV surface range
48.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EWV closed 12.8% below its gamma max of 17.42. It is 7.4% above the delta neutral price of 14.31. Total open interest is 276, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← CSBR (#4348) TRDA (#4350) →

Questions people ask about EWV

Where is EWV's gamma max today?

As of Oct 2, 2026, the gamma max for EWV is 17.42, +12.8% from the 15.45 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 EWV above or below its delta neutral price?

EWV closed above delta neutral: 15.45 against a delta neutral price of 14.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EWV have?

276 contracts of open interest across 25 listed contracts on Oct 2, 2026, 0.0% 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.