Data through close

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

As of close · rank #2103 by open interest · snapshot page

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EWW's nearest-expiration max pain is 72.00 for 2026-10-16, its GEX flip is 73.68, net GEX is -633,725, its put/call open-interest ratio is 1.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.09
prev 69.77
Gamma max
77.74
+9.4% from close
Delta neutral
72.91
+2.6% from close
Gamma neutral
73.68
+3.6% from close
Open interest
9,683
+1.3% vs prev
Contracts listed
200
120 calls · 94 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
72.00
+1.3% from close
2026-10-16
GEX flip
73.68
+3.6% from close
Net GEX
-633,725
-6,544,719 per 100k OI
Call wall
75.00
+5.5% from close
Put wall
70.00
-1.5% from close
Put/call OI
1.09
5,045 puts / 4,638 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
25.7
within trailing 52-week range
Front / back ATM IV
+21.1% / +22.7%
-1.6 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
+2.7%
front-window midpoint premium
25Δ risk reversal
-27.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.09
913 contracts traded
Normalized net delta
-0.087
option-holder convention
Modeled dealer delta
0.079
opposite-side scenario
Vanna / 100k OI
3,811
volatility-sensitive delta
Charm / 100k OI
139,409
time-decay-sensitive delta
IV surface range
46.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EWW closed 9.4% below its gamma max of 77.74. It is 2.6% below the delta neutral price of 72.91. Total open interest is 9,683, +1.3% 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

← AMRC (#2102) UNHG (#2104) →

Questions people ask about EWW

Where is EWW's gamma max today?

As of Oct 2, 2026, the gamma max for EWW is 77.74, +9.4% from the 71.09 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 EWW above or below its delta neutral price?

EWW closed below delta neutral: 71.09 against a delta neutral price of 72.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EWW have?

9,683 contracts of open interest across 200 listed contracts on Oct 2, 2026, +1.3% 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.