Data through close

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

As of close · rank #2826 by open interest · snapshot page

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AAAU's nearest-expiration max pain is 42.00 for 2026-10-16, net GEX is 570,362, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.88
prev 41.15
Gamma max
44.40
+8.6% from close
Delta neutral
36.95
-9.6% from close
Gamma neutral
40.88
0.0% from close
Open interest
3,412
-0.1% vs prev
Contracts listed
84
59 calls · 27 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
42.00
+2.7% from close
2026-10-16
GEX flip
–
Net GEX
570,362
16,716,345 per 100k OI
Call wall
45.00
+10.1% from close
Put wall
42.00
+2.7% from close
Put/call OI
0.09
275 puts / 3,137 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
18.5
within trailing 52-week range
Front / back ATM IV
+24.6% / +22.1%
2.5 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-3.7 pp
front-window smile convexity
Volume / open interest
0.01
50 contracts traded
Normalized net delta
0.159
option-holder convention
Modeled dealer delta
-0.159
opposite-side scenario
Vanna / 100k OI
4,162
volatility-sensitive delta
Charm / 100k OI
-90,856
time-decay-sensitive delta
IV surface range
155.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AAAU closed 8.6% below its gamma max of 44.40. It is 9.6% above the delta neutral price of 36.95. Total open interest is 3,412, -0.1% 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

← RBBN (#2825) CNNE (#2827) →

Questions people ask about AAAU

Where is AAAU's gamma max today?

As of Oct 2, 2026, the gamma max for AAAU is 44.40, +8.6% from the 40.88 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 AAAU above or below its delta neutral price?

AAAU closed above delta neutral: 40.88 against a delta neutral price of 36.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AAAU have?

3,412 contracts of open interest across 84 listed contracts on Oct 2, 2026, -0.1% 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.