Data through close

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

As of close · rank #3553 by open interest · snapshot page

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AAMI's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 51.08, net GEX is 236,028, its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
94.17
prev 94.06
Gamma max
85.32
-9.4% from close
Delta neutral
65.83
-30.1% from close
Gamma neutral
51.08
-45.8% from close
Open interest
1,229
+48.4% vs prev
Contracts listed
29
28 calls · 10 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
70.00
-25.7% from close
2026-10-16
GEX flip
51.08
-45.8% from close
Net GEX
236,028
19,204,913 per 100k OI
Call wall
100.00
+6.2% from close
Put wall
100.00
+6.2% from close
Put/call OI
0.03
40 puts / 1,189 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
47.1
within trailing 52-week range
Front / back ATM IV
+49.6% / +37.1%
12.5 pp front premium
Expected move
+9.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
9 contracts traded
Normalized net delta
0.586
option-holder convention
Modeled dealer delta
-0.586
opposite-side scenario
Vanna / 100k OI
-1,465
volatility-sensitive delta
Charm / 100k OI
-3,696,094
time-decay-sensitive delta
IV surface range
91.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AAMI closed 9.4% above its gamma max of 85.32. It is 30.1% above the delta neutral price of 65.83. Total open interest is 1,229, +48.4% 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

← PLMR (#3552) INVX (#3554) →

Questions people ask about AAMI

Where is AAMI's gamma max today?

As of Oct 2, 2026, the gamma max for AAMI is 85.32, -9.4% from the 94.17 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 AAMI above or below its delta neutral price?

AAMI closed above delta neutral: 94.17 against a delta neutral price of 65.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AAMI have?

1,229 contracts of open interest across 29 listed contracts on Oct 2, 2026, +48.4% 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.