ABBV max pain, gamma exposure (GEX) & options open interest
As of close · rank #329 by open interest · 1,394 sessions of history since Dec 1, 2020
ABBV's nearest-expiration max pain is 262.50 for 2026-10-09, its GEX flip is 242.03, net GEX is 18,529,085, its put/call open-interest ratio is 0.84. 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 · smile convexity 14.2 pp
ABBV closed 5.4% below its gamma max of 277.20. It is 7.5% above the delta neutral price of 243.19. Total open interest is 264,129, -2.0% versus the previous session. Its options catalyst-intensity score is 49.2 out of 100, led by IV rank 100, smile convexity 14.2 pp. 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 | -3,804 contracts · -2.6% |
| Put OI change, 1 session | -1,451 contracts · -1.2% |
| Call minus put OI growth, 1 session | -1.4 pp |
| Call OI change, 5 sessions | +2,875 contracts · +2.0% |
| Put OI change, 5 sessions | +5,545 contracts · +4.8% |
| Call minus put OI growth, 5 sessions | -2.8 pp |
| Daily call OI change surprise | -0.44σ (252 prior changes) |
| Daily put OI change surprise | -0.21σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.62σ (252 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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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 32 completed Day +10 paths · latest Jul 7, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 32 | -0.3% | -0.7% to +0.8% | 44% | -0.6% to +0.6% | 0.0% |
| Day +2 | 32 | +0.2% | -0.9% to +0.6% | 59% | -0.8% to +0.5% | 0.0% |
| Day +3 | 32 | +0.0% | -1.1% to +1.1% | 50% | -0.9% to +0.8% | 0.0% |
| Day +4 | 32 | +0.2% | -1.5% to +0.9% | 53% | -1.2% to +0.7% | 0.0% |
| Day +5 | 32 | -0.1% | -2.0% to +1.1% | 50% | -1.2% to +0.6% | 0.0% |
| Day +6 | 32 | -0.5% | -2.8% to +1.7% | 44% | -2.5% to +1.2% | 0.0% |
| Day +7 | 32 | -0.8% | -2.3% to +1.3% | 41% | -1.7% to +0.6% | 0.0% |
| Day +8 | 32 | -0.2% | -3.1% to +1.8% | 41% | -1.7% to +0.7% | 0.0% |
| Day +9 | 32 | -0.4% | -2.9% to +2.0% | 47% | -2.1% to +1.4% | 0.0% |
| Day +10 | 32 | +0.1% | -2.7% to +2.3% | 50% | -2.1% to +1.9% | 0.0% |
Crosses above gamma max 32 completed Day +10 paths · latest Jul 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 32 | +0.4% | -0.8% to +1.0% | 59% | -0.4% to +0.8% | 0.0% |
| Day +2 | 32 | +0.0% | -1.1% to +1.0% | 50% | -0.5% to +0.7% | 0.0% |
| Day +3 | 32 | -0.1% | -1.3% to +1.1% | 47% | -0.8% to +0.5% | 0.0% |
| Day +4 | 32 | +0.2% | -1.2% to +0.8% | 56% | -0.9% to +0.6% | 0.0% |
| Day +5 | 32 | -0.2% | -1.6% to +0.9% | 47% | -1.1% to +0.7% | 0.0% |
| Day +6 | 32 | -0.7% | -1.9% to +1.2% | 41% | -1.5% to +1.0% | 0.0% |
| Day +7 | 32 | +0.1% | -2.7% to +1.4% | 53% | -2.0% to +1.2% | 0.0% |
| Day +8 | 32 | -0.6% | -2.8% to +1.5% | 47% | -2.5% to +1.1% | 0.0% |
| Day +9 | 32 | -1.0% | -3.0% to +1.4% | 38% | -2.7% to +1.2% | 0.0% |
| Day +10 | 32 | -1.3% | -3.5% to +1.8% | 44% | -2.6% to +1.3% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 10 |
| Prior-year sessions closer to gamma max | 53.2% of 252 |
| Prior-year sessions closer to delta neutral | 54.0% of 252 |
| Open interest percentile (1y) | 54th |
| Daily open interest change versus prior year | -0.35σ (-5,255 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +3.3% |
| Open interest change, 21 sessions | -4.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 254.93 vs 256.02 (-0.4%)
- closed above gamma max at 261.07 vs 250.62 (+4.0%)
- closed below gamma max at 251.64 vs 254.02 (-0.9%)
- closed above gamma max at 251.83 vs 251.02 (+0.3%)
- closed above delta neutral at 207.86 vs 207.27 (+0.3%)
- closed below delta neutral at 206.15 vs 206.29 (-0.1%)
- closed above delta neutral at 208.16 vs 208.03 (+0.1%)
- closed below delta neutral at 206.60 vs 207.72 (-0.5%)
- closed above delta neutral at 211.32 vs 206.29 (+2.4%)
- closed below delta neutral at 207.94 vs 212.31 (-2.1%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/ABBV
Questions people ask about ABBV
Where is ABBV's gamma max today?
As of Oct 2, 2026, the gamma max for ABBV is 277.20, +5.4% from the 263.03 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 ABBV above or below its delta neutral price?
ABBV closed above delta neutral: 263.03 against a delta neutral price of 243.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABBV have?
264,129 contracts of open interest across 683 listed contracts on Oct 2, 2026, -2.0% 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.