Data through close

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

As of close · rank #2358 by open interest · snapshot page

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EWZS's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 7.20, net GEX is 924,872, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.72
prev 13.31
Gamma max
13.36
-2.6% from close
Delta neutral
9.53
-30.5% from close
Gamma neutral
7.20
-47.5% from close
Open interest
6,892
-0.1% vs prev
Contracts listed
44
35 calls · 15 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
13.00
-5.2% from close
2026-10-16
GEX flip
7.20
-47.5% from close
Net GEX
924,872
13,419,496 per 100k OI
Call wall
14.00
+2.1% from close
Put wall
13.00
-5.2% from close
Put/call OI
0.11
661 puts / 6,231 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
30.8
within trailing 52-week range
Front / back ATM IV
+88.2% / +64.0%
24.3 pp front premium
Expected move
+17.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
114.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
57 contracts traded
Normalized net delta
0.407
option-holder convention
Modeled dealer delta
-0.405
opposite-side scenario
Vanna / 100k OI
218
volatility-sensitive delta
Charm / 100k OI
-533,401
time-decay-sensitive delta
IV surface range
139.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EWZS closed 2.6% above its gamma max of 13.36. It is 30.5% above the delta neutral price of 9.53. Total open interest is 6,892, -0.1% 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

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Neighbours by open interest

← RCI (#2357) ESTA (#2359) →

Questions people ask about EWZS

Where is EWZS's gamma max today?

As of Oct 2, 2026, the gamma max for EWZS is 13.36, -2.6% from the 13.72 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 EWZS above or below its delta neutral price?

EWZS closed above delta neutral: 13.72 against a delta neutral price of 9.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EWZS have?

6,892 contracts of open interest across 44 listed contracts on Oct 2, 2026, -0.1% 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.