Data through close

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

As of close · rank #1078 by open interest · snapshot page

EXC's nearest-expiration max pain is 43.00 for 2026-10-16, its GEX flip is 39.90, net GEX is 156,256, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.73
prev 40.47
Gamma max
46.82
+15.0% from close
Delta neutral
42.01
+3.1% from close
Gamma neutral
39.90
-2.0% from close
Open interest
42,780
-3.8% vs prev
Contracts listed
207
120 calls · 95 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
43.00
+5.6% from close
2026-10-16
GEX flip
39.90
-2.0% from close
Net GEX
156,256
365,255 per 100k OI
Call wall
45.00
+10.5% from close
Put wall
43.00
+5.6% from close
Put/call OI
0.55
15,268 puts / 27,512 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
19.4
within trailing 52-week range
Front / back ATM IV
+22.1% / +22.1%
0.1 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+3.0%
front-window midpoint premium
25Δ risk reversal
2.9 pp
put IV minus call IV
IV butterfly
-1.3 pp
front-window smile convexity
Volume / open interest
0.02
1,054 contracts traded
Normalized net delta
-0.068
option-holder convention
Modeled dealer delta
0.068
opposite-side scenario
Vanna / 100k OI
3,457
volatility-sensitive delta
Charm / 100k OI
-1,110,790
time-decay-sensitive delta
IV surface range
153.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EXC closed 15.0% below its gamma max of 46.82. It is 3.1% below the delta neutral price of 42.01. Total open interest is 42,780, -3.8% 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

Questions people ask about EXC

Where is EXC's gamma max today?

As of Oct 2, 2026, the gamma max for EXC is 46.82, +15.0% from the 40.73 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 EXC above or below its delta neutral price?

EXC closed below delta neutral: 40.73 against a delta neutral price of 42.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EXC have?

42,780 contracts of open interest across 207 listed contracts on Oct 2, 2026, -3.8% 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.