Data through close

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

As of close · rank #822 by open interest · snapshot page

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EXPE's nearest-expiration max pain is 270.00 for 2026-10-09, its GEX flip is 265.43, net GEX is -29,269, its put/call open-interest ratio is 1.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
265.00
prev 262.67
Gamma max
310.46
+17.2% from close
Delta neutral
264.45
-0.2% from close
Gamma neutral
265.43
+0.2% from close
Open interest
68,932
-7.5% vs prev
Contracts listed
718
470 calls · 403 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
270.00
+1.9% from close
2026-10-09
GEX flip
265.43
+0.2% from close
Net GEX
-29,269
-42,460 per 100k OI
Call wall
270.00
+1.9% from close
Put wall
230.00
-13.2% from close
Put/call OI
1.26
38,400 puts / 30,532 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
89.9
within trailing 52-week range
Front / back ATM IV
+48.6% / +56.7%
-8.1 pp front premium
Expected move
+6.7%
7 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
3.8 pp
put IV minus call IV
IV butterfly
0.3 pp
front-window smile convexity
Volume / open interest
0.03
2,516 contracts traded
Normalized net delta
0.037
option-holder convention
Modeled dealer delta
-0.037
opposite-side scenario
Vanna / 100k OI
3,715
volatility-sensitive delta
Charm / 100k OI
159,249
time-decay-sensitive delta
IV surface range
60.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

EXPE closed 17.2% below its gamma max of 310.46. It is 0.2% above the delta neutral price of 264.45. Total open interest is 68,932, -7.5% 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

Neighbours by open interest

← NTSK (#821) MTDR (#823) →

Questions people ask about EXPE

Where is EXPE's gamma max today?

As of Oct 2, 2026, the gamma max for EXPE is 310.46, +17.2% from the 265.00 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 EXPE above or below its delta neutral price?

EXPE closed above delta neutral: 265.00 against a delta neutral price of 264.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does EXPE have?

68,932 contracts of open interest across 718 listed contracts on Oct 2, 2026, -7.5% 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.