Data through close

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

As of close · rank #1268 by open interest · snapshot page

A's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 154.42, net GEX is 2,488,828, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
167.77
prev 166.67
Gamma max
174.23
+3.8% from close
Delta neutral
154.04
-8.2% from close
Gamma neutral
154.42
-8.0% from close
Open interest
30,868
+0.3% vs prev
Contracts listed
323
206 calls · 172 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
160.00
-4.6% from close
2026-10-16
GEX flip
154.42
-8.0% from close
Net GEX
2,488,828
8,062,809 per 100k OI
Call wall
165.00
-1.7% from close
Put wall
165.00
-1.7% from close
Put/call OI
0.77
13,386 puts / 17,482 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
35.8
within trailing 52-week range
Front / back ATM IV
+29.8% / +32.3%
-2.5 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-2.6 pp
put IV minus call IV
IV butterfly
8.6 pp
front-window smile convexity
Volume / open interest
0.03
900 contracts traded
Normalized net delta
0.232
option-holder convention
Modeled dealer delta
-0.223
opposite-side scenario
Vanna / 100k OI
816
volatility-sensitive delta
Charm / 100k OI
-2,393,103
time-decay-sensitive delta
IV surface range
115.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

A closed 3.8% below its gamma max of 174.23. It is 8.2% above the delta neutral price of 154.04. Total open interest is 30,868, +0.3% 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

Questions people ask about A

Where is A's gamma max today?

As of Oct 2, 2026, the gamma max for A is 174.23, +3.8% from the 167.77 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 A above or below its delta neutral price?

A closed above delta neutral: 167.77 against a delta neutral price of 154.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does A have?

30,868 contracts of open interest across 323 listed contracts on Oct 2, 2026, +0.3% 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.