EXE max pain, gamma exposure (GEX) & options open interest
As of close · rank #448 by open interest · 502 sessions of history since Oct 3, 2024
EXE's nearest-expiration max pain is 88.00 for 2026-10-09, its GEX flip is 93.12, net GEX is -18,388,871, its put/call open-interest ratio is 1.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100
EXE closed 22.0% below its gamma max of 104.30. It is 3.7% below the delta neutral price of 88.70. Total open interest is 173,039, -0.8% versus the previous session. Its options catalyst-intensity score is 52.8 out of 100, led by IV rank 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -751 contracts · -0.9% |
| Put OI change, 1 session | -729 contracts · -0.8% |
| Call minus put OI growth, 1 session | -0.1 pp |
| Call OI change, 5 sessions | +2,949 contracts · +3.6% |
| Put OI change, 5 sessions | +14,587 contracts · +19.8% |
| Call minus put OI growth, 5 sessions | -16.2 pp |
| Daily call OI change surprise | -0.13σ (252 prior changes) |
| Daily put OI change surprise | -0.07σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.00σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 8 completed Day +10 paths · latest Nov 13, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | -0.1% | -0.3% to +0.6% | 50% | -0.6% to +1.0% | 0.0% |
| Day +2 | 8 | +0.5% | -0.3% to +1.4% | 63% | -0.8% to +1.9% | 0.0% |
| Day +3 | 8 | +1.4% | -0.4% to +2.4% | 63% | -0.7% to +2.9% | 0.0% |
| Day +4 | 8 | +1.4% | -0.4% to +3.2% | 63% | -0.6% to +3.3% | 0.0% |
| Day +5 | 8 | +1.1% | -3.4% to +2.1% | 63% | -4.6% to +2.2% | 0.0% |
| Day +6 | 8 | +0.8% | -2.9% to +2.7% | 63% | -4.0% to +4.1% | 0.0% |
| Day +7 | 8 | +0.9% | -1.7% to +4.9% | 50% | -3.3% to +5.2% | 0.0% |
| Day +8 | 8 | +1.1% | -1.8% to +4.2% | 50% | -2.4% to +5.3% | 0.0% |
| Day +9 | 8 | +2.2% | -2.3% to +4.8% | 63% | -4.5% to +6.3% | 0.0% |
| Day +10 | 8 | -0.0% | -4.0% to +2.4% | 50% | -6.0% to +5.8% | 0.0% |
Crosses above gamma max 8 completed Day +10 paths · latest Nov 11, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | +0.8% | -0.3% to +1.2% | 63% | -0.3% to +1.5% | 0.0% |
| Day +2 | 8 | +0.8% | -0.3% to +1.6% | 63% | -0.6% to +2.1% | 0.0% |
| Day +3 | 8 | +0.2% | -0.6% to +1.4% | 63% | -1.1% to +3.7% | 0.0% |
| Day +4 | 8 | +1.2% | +0.1% to +2.3% | 75% | -1.4% to +3.5% | 0.0% |
| Day +5 | 8 | +2.6% | +0.9% to +3.2% | 75% | -1.2% to +4.1% | 0.0% |
| Day +6 | 8 | +2.9% | -0.0% to +3.2% | 75% | -1.2% to +3.7% | 0.0% |
| Day +7 | 8 | +2.4% | -2.0% to +3.1% | 63% | -3.5% to +3.7% | 0.0% |
| Day +8 | 8 | +3.0% | -2.1% to +3.9% | 63% | -3.1% to +4.4% | 0.0% |
| Day +9 | 8 | +1.4% | -2.0% to +4.1% | 50% | -2.7% to +4.3% | 0.0% |
| Day +10 | 8 | +2.6% | -2.5% to +5.4% | 50% | -3.2% to +5.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 23 |
| Prior-year sessions closer to gamma max | 89.3% of 252 |
| Prior-year sessions closer to delta neutral | 53.6% of 252 |
| Open interest percentile (1y) | 47th |
| Daily open interest change versus prior year | -0.10σ (-1,480 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +11.3% |
| Open interest change, 21 sessions | -18.3% |
| History available | Oct 3, 2024 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 88.74 vs 90.56 (-2.1%)
- closed above delta neutral at 92.46 vs 91.11 (+1.5%)
- closed below delta neutral at 88.52 vs 89.79 (-1.4%)
- closed above delta neutral at 93.17 vs 89.87 (+3.5%)
- closed below delta neutral at 88.90 vs 90.25 (-1.5%)
- closed above delta neutral at 90.72 vs 90.43 (+0.3%)
- closed below delta neutral at 97.66 vs 97.85 (-0.2%)
- closed above delta neutral at 100.89 vs 99.13 (+1.7%)
- closed below delta neutral at 96.89 vs 99.16 (-2.3%)
- closed above delta neutral at 101.00 vs 99.88 (+1.1%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/EXE
Questions people ask about EXE
Where is EXE's gamma max today?
As of Oct 2, 2026, the gamma max for EXE is 104.30, +22.0% from the 85.52 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 EXE above or below its delta neutral price?
EXE closed below delta neutral: 85.52 against a delta neutral price of 88.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does EXE have?
173,039 contracts of open interest across 446 listed contracts on Oct 2, 2026, -0.8% 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.