XE max pain, gamma exposure (GEX) & options open interest
As of close · rank #587 by open interest · 75 sessions of history since Jun 17, 2026
XE's nearest-expiration max pain is 15.00 for 2026-10-09, its GEX flip is 16.37, net GEX is -1,638,957, its put/call open-interest ratio is 0.75. 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 · 25Δ risk reversal -62.8 pp · 7d expected move +10.6%
XE closed 45.6% below its gamma max of 20.93. It is 13.0% below the delta neutral price of 16.25. Total open interest is 116,971, -6.7% versus the previous session. Its options catalyst-intensity score is 57.6 out of 100, led by IV rank 100, 25Δ risk reversal -62.8 pp, 7d expected move +10.6%. 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 | -4,287 contracts · -6.0% |
| Put OI change, 1 session | -4,083 contracts · -7.5% |
| Call minus put OI growth, 1 session | +1.5 pp |
| Call OI change, 5 sessions | -2,043 contracts · -3.0% |
| Put OI change, 5 sessions | -2,046 contracts · -3.9% |
| Call minus put OI growth, 5 sessions | +1.0 pp |
| Daily call OI change surprise | — (73 prior changes) |
| Daily put OI change surprise | — (73 prior changes) |
| Daily call-minus-put growth surprise | — (73 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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Last 75 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 10 |
| Prior-year sessions closer to gamma max | 48.6% of 74 |
| Prior-year sessions closer to delta neutral | 60.8% of 74 |
| Open interest percentile (1y) | 56th |
| Daily open interest change versus prior year | – (-8,370 contracts; 73 prior changes) |
| Open interest change, 5 sessions | -3.4% |
| Open interest change, 21 sessions | -49.0% |
| History available | Jun 17, 2026 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 17.88 vs 18.72 (-4.7%)
- closed above delta neutral at 18.10 vs 17.85 (+1.4%)
- closed below delta neutral at 18.26 vs 18.44 (-1.0%)
- closed above delta neutral at 19.11 vs 18.80 (+1.6%)
- closed below delta neutral at 18.11 vs 18.31 (-1.1%)
- closed above delta neutral at 18.67 vs 18.66 (+0.0%)
- closed below delta neutral at 18.29 vs 18.86 (-3.1%)
- closed above delta neutral at 17.05 vs 16.40 (+3.9%)
- closed below delta neutral at 20.16 vs 21.41 (-6.2%)
- closed above delta neutral at 21.57 vs 21.43 (+0.7%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/XE
Questions people ask about XE
Where is XE's gamma max today?
As of Oct 2, 2026, the gamma max for XE is 20.93, +45.6% from the 14.38 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 XE above or below its delta neutral price?
XE closed below delta neutral: 14.38 against a delta neutral price of 16.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XE have?
116,971 contracts of open interest across 274 listed contracts on Oct 2, 2026, -6.7% 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.