Data through close

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

As of close · rank #777 by open interest · snapshot page

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JEPQ's nearest-expiration max pain is 61.00 for 2026-10-16, its GEX flip is 57.80, net GEX is 22,800,639, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
61.04
prev 60.81
Gamma max
61.64
+1.0% from close
Delta neutral
59.24
-2.9% from close
Gamma neutral
57.80
-5.3% from close
Open interest
75,207
+3.0% vs prev
Contracts listed
248
105 calls · 147 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
61.00
-0.1% from close
2026-10-16
GEX flip
57.80
-5.3% from close
Net GEX
22,800,639
30,317,176 per 100k OI
Call wall
61.00
-0.1% from close
Put wall
60.00
-1.7% from close
Put/call OI
0.48
24,454 puts / 50,753 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
11.9
within trailing 52-week range
Front / back ATM IV
+15.1% / +13.8%
1.3 pp front premium
Expected move
+3.0%
14 DTE · one standard deviation
ATM straddle / spot
+1.6%
front-window midpoint premium
25Δ risk reversal
3.4 pp
put IV minus call IV
IV butterfly
-0.0 pp
front-window smile convexity
Volume / open interest
0.03
2,372 contracts traded
Normalized net delta
0.187
option-holder convention
Modeled dealer delta
-0.164
opposite-side scenario
Vanna / 100k OI
3,484
volatility-sensitive delta
Charm / 100k OI
-317,129
time-decay-sensitive delta
IV surface range
69.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

JEPQ closed 1.0% below its gamma max of 61.64. It is 2.9% above the delta neutral price of 59.24. Total open interest is 75,207, +3.0% 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

← PRU (#776) FUN (#778) →

Questions people ask about JEPQ

Where is JEPQ's gamma max today?

As of Oct 2, 2026, the gamma max for JEPQ is 61.64, +1.0% from the 61.04 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 JEPQ above or below its delta neutral price?

JEPQ closed above delta neutral: 61.04 against a delta neutral price of 59.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does JEPQ have?

75,207 contracts of open interest across 248 listed contracts on Oct 2, 2026, +3.0% 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.