Data through close

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

As of close · rank #3776 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

AAXJ's nearest-expiration max pain is 117.00 for 2026-10-16, net GEX is -13,611, its put/call open-interest ratio is 1.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
118.20
prev 116.92
Gamma max
95.00
-19.6% from close
Delta neutral
120.36
+1.8% from close
Gamma neutral
118.20
0.0% from close
Open interest
852
0.0% vs prev
Contracts listed
32
16 calls · 17 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
117.00
-1.0% from close
2026-10-16
GEX flip
–
Net GEX
-13,611
-1,597,520 per 100k OI
Call wall
125.00
+5.8% from close
Put wall
115.00
-2.7% from close
Put/call OI
1.22
469 puts / 383 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
1.4
within trailing 52-week range
Front / back ATM IV
+30.1% / +24.7%
5.4 pp front premium
Expected move
+5.9%
14 DTE · one standard deviation
ATM straddle / spot
+9.1%
front-window midpoint premium
25Δ risk reversal
4.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.023
option-holder convention
Modeled dealer delta
0.023
opposite-side scenario
Vanna / 100k OI
-822
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
8.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AAXJ closed 19.6% above its gamma max of 95.00. It is 1.8% below the delta neutral price of 120.36. Total open interest is 852, 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

← WLKP (#3775) XES (#3777) →

Questions people ask about AAXJ

Where is AAXJ's gamma max today?

As of Oct 2, 2026, the gamma max for AAXJ is 95.00, -19.6% from the 118.20 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 AAXJ above or below its delta neutral price?

AAXJ closed below delta neutral: 118.20 against a delta neutral price of 120.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AAXJ have?

852 contracts of open interest across 32 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.