Data through close

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

As of close · rank #3863 by open interest · snapshot page

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XDE's nearest-expiration max pain is 116.00 for 2026-12-18, net GEX is -125,955, its put/call open-interest ratio is 3.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
112.59
prev 112.44
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
720
0.0% vs prev
Contracts listed
11
5 calls · 6 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
116.00
+3.0% from close
2026-12-18
GEX flip
–
Net GEX
-125,955
-17,493,747 per 100k OI
Call wall
120.00
+6.6% from close
Put wall
109.00
-3.2% from close
Put/call OI
3.39
556 puts / 164 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
4.8
within trailing 52-week range
Front / back ATM IV
+21.4% / +21.4%
0.0 pp front premium
Expected move
+9.8%
77 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
3.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.169
option-holder convention
Modeled dealer delta
0.169
opposite-side scenario
Vanna / 100k OI
5,278
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
20.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 720, 0.0% 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

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Neighbours by open interest

← UTL (#3862) SCSC (#3864) →

Questions people ask about XDE

Where is XDE's gamma max today?

No gamma max could be computed for XDE on Oct 2, 2026. 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 XDE above or below its delta neutral price?

No delta neutral price was available for XDE on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XDE have?

720 contracts of open interest across 11 listed contracts on Oct 2, 2026, 0.0% 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.