ABCL max pain, gamma exposure (GEX) & options open interest
As of close · rank #461 by open interest · 1,321 sessions of history since Mar 18, 2021
ABCL's nearest-expiration max pain is 7.00 for 2026-10-16, its GEX flip is 10.39, net GEX is 2,872,704, its put/call open-interest ratio is 0.47. 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: 14d expected move +15.4% · OI change 0.12σ · IV rank 97
ABCL closed 4.9% below its gamma max of 14.41. It is 20.4% above the delta neutral price of 10.93. Total open interest is 164,790, +0.7% versus the previous session. Its options catalyst-intensity score is 47.1 out of 100, led by 14d expected move +15.4%, OI change 0.12σ, IV rank 97. 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 | +597 contracts · +0.5% |
| Put OI change, 1 session | +559 contracts · +1.1% |
| Call minus put OI growth, 1 session | -0.5 pp |
| Call OI change, 5 sessions | +5,015 contracts · +4.7% |
| Put OI change, 5 sessions | +1,248 contracts · +2.4% |
| Call minus put OI growth, 5 sessions | +2.3 pp |
| Daily call OI change surprise | +0.09σ (252 prior changes) |
| Daily put OI change surprise | +0.17σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.04σ (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 50 completed Day +10 paths · latest Oct 1, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 51 | 0.0% | -2.0% to +2.6% | 49% | -1.2% to +1.7% | 0.0% |
| Day +2 | 50 | +0.1% | -2.7% to +3.2% | 50% | -1.0% to +1.5% | 0.0% |
| Day +3 | 50 | +1.6% | -3.7% to +6.1% | 62% | -0.7% to +3.3% | 0.0% |
| Day +4 | 50 | +1.5% | -4.7% to +8.9% | 58% | -0.4% to +4.9% | 0.0% |
| Day +5 | 50 | +0.4% | -5.3% to +7.0% | 50% | -2.2% to +3.8% | 0.0% |
| Day +6 | 50 | -1.9% | -6.0% to +8.3% | 46% | -4.2% to +4.0% | 0.0% |
| Day +7 | 50 | +0.7% | -5.6% to +10.5% | 52% | -2.1% to +4.0% | 0.0% |
| Day +8 | 50 | -0.7% | -6.5% to +11.1% | 46% | -3.6% to +7.0% | 0.0% |
| Day +9 | 50 | +0.1% | -6.4% to +15.8% | 50% | -2.3% to +8.1% | 0.0% |
| Day +10 | 50 | +0.2% | -8.2% to +16.3% | 52% | -2.9% to +8.9% | 0.0% |
Crosses above gamma max 47 completed Day +10 paths · latest Sep 29, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 48 | -0.7% | -3.5% to +2.5% | 35% | -1.9% to 0.0% | 0.0% |
| Day +2 | 48 | -0.7% | -4.2% to +5.1% | 44% | -2.3% to +1.6% | 0.0% |
| Day +3 | 48 | -0.0% | -4.6% to +5.6% | 50% | -3.4% to +4.0% | 0.0% |
| Day +4 | 47 | +0.5% | -5.9% to +9.8% | 51% | -2.2% to +3.7% | 0.0% |
| Day +5 | 47 | +2.5% | -5.0% to +8.4% | 55% | -1.6% to +5.2% | 0.0% |
| Day +6 | 47 | +1.5% | -4.1% to +10.6% | 55% | -2.2% to +3.7% | 0.0% |
| Day +7 | 47 | +2.3% | -4.0% to +11.1% | 55% | -1.8% to +6.8% | 0.0% |
| Day +8 | 47 | +2.7% | -4.7% to +17.4% | 53% | -3.2% to +10.0% | 0.0% |
| Day +9 | 47 | +4.1% | -5.9% to +16.2% | 53% | -3.0% to +10.4% | 0.0% |
| Day +10 | 47 | +3.7% | -6.0% to +18.6% | 57% | -2.1% to +13.6% | 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 | 46% |
| Gamma max crosses | 49 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 28.6% of 252 |
| Prior-year sessions closer to delta neutral | 7.1% of 252 |
| Open interest percentile (1y) | 88th |
| Daily open interest change versus prior year | +0.12σ (1,156 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +4.0% |
| Open interest change, 21 sessions | -2.1% |
| History available | Mar 18, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 13.91 vs 14.35 (-3.2%)
- closed above gamma max at 14.82 vs 14.54 (+1.9%)
- closed below gamma max at 11.57 vs 12.20 (-5.4%)
- closed above gamma max at 12.01 vs 11.83 (+1.5%)
- closed below gamma max at 11.38 vs 11.39 (-0.1%)
- closed above gamma max at 9.34 vs 9.23 (+1.2%)
- closed below gamma max at 5.97 vs 6.12 (-2.5%)
- closed above gamma max at 6.74 vs 6.27 (+6.9%)
- closed below gamma max at 6.52 vs 6.59 (-1.0%)
- closed above gamma max at 7.10 vs 6.62 (+6.7%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/ABCL
Questions people ask about ABCL
Where is ABCL's gamma max today?
As of Oct 2, 2026, the gamma max for ABCL is 14.41, +4.9% from the 13.74 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 ABCL above or below its delta neutral price?
ABCL closed above delta neutral: 13.74 against a delta neutral price of 10.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABCL have?
164,790 contracts of open interest across 141 listed contracts on Oct 2, 2026, +0.7% 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.