Data through close

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

As of close · rank #376 by open interest · 1,382 sessions of history since Dec 17, 2020

ABNB's nearest-expiration max pain is 160.00 for 2026-10-09, its GEX flip is 151.74, net GEX is 6,221,732, its put/call open-interest ratio is 1.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
162.43
prev 160.47
Gamma max
177.67
+9.4% from close
Delta neutral
148.80
-8.4% from close
Gamma neutral
151.74
-6.6% from close
Open interest
225,018
-2.7% vs prev
Contracts listed
743
450 calls · 410 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
160.00
-1.5% from close
2026-10-09
GEX flip
151.74
-6.6% from close
Net GEX
6,221,732
2,764,993 per 100k OI
Call wall
160.00
-1.5% from close
Put wall
150.00
-7.7% from close
Put/call OI
1.05
115,310 puts / 109,708 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
36.3
cross-sectional score / 100
Directional score
-28.3
relatively bearish positioning
IV rank
71.4
within trailing 52-week range
Front / back ATM IV
+35.8% / +42.2%
-6.4 pp front premium
Expected move
+5.0%
7 DTE · one standard deviation
ATM straddle / spot
+3.6%
front-window midpoint premium
25Δ risk reversal
3.2 pp
put IV minus call IV
IV butterfly
0.6 pp
front-window smile convexity
Volume / open interest
0.04
10,247 contracts traded
Normalized net delta
0.137
option-holder convention
Modeled dealer delta
-0.137
opposite-side scenario
Vanna / 100k OI
2,610
volatility-sensitive delta
Charm / 100k OI
-710,089
time-decay-sensitive delta
IV surface range
70.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ABNB closed 9.4% below its gamma max of 177.67. It is 8.4% above the delta neutral price of 148.80. Total open interest is 225,018, -2.7% versus the previous session. Its options catalyst-intensity score is 36.3 out of 100. 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.

ABNB call and put open interest changes
Measure Value
Call OI change, 1 session -2,948 contracts · -2.6%
Put OI change, 1 session -3,259 contracts · -2.7%
Call minus put OI growth, 1 session +0.1 pp
Call OI change, 5 sessions +5,238 contracts · +5.0%
Put OI change, 5 sessions +1,982 contracts · +1.7%
Call minus put OI growth, 5 sessions +3.3 pp
Daily call OI change surprise -0.37σ (252 prior changes)
Daily put OI change surprise -0.50σ (252 prior changes)
Daily call-minus-put growth surprise +0.02σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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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 16 completed Day +10 paths · latest Aug 18, 2026
ABNB returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -16.0% -8.0% 0% +8.0% +16.0% Cross on Dec 22, 2020 Cross on May 28, 2021 Cross on Jun 3, 2021 Cross on Aug 6, 2021 Cross on Aug 25, 2021 Cross on Sep 17, 2021 Cross on Nov 9, 2021 Cross on Nov 15, 2021 Cross on Feb 16, 2023 Cross on Jul 18, 2023 Cross on Feb 18, 2025 Cross on Dec 12, 2025 Cross on Feb 27, 2026 Cross on Apr 16, 2026 Cross on Aug 11, 2026 Cross on Aug 18, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
ABNB historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 16 -1.0% -3.0% to +2.0% 31% -3.0% to +1.7% 0.0%
Day +2 16 -1.1% -3.4% to +1.9% 44% -3.3% to +1.6% 0.0%
Day +3 16 +0.9% -1.7% to +2.3% 56% -1.4% to +2.2% 0.0%
Day +4 16 +0.6% -3.8% to +4.4% 63% -3.3% to +4.4% 0.0%
Day +5 16 +1.4% -4.0% to +4.3% 56% -2.3% to +4.0% 0.0%
Day +6 16 +1.5% -4.0% to +3.1% 56% -2.0% to +2.9% 0.0%
Day +7 16 +0.3% -5.9% to +2.6% 56% -4.1% to +2.4% 0.0%
Day +8 16 +0.9% -3.9% to +3.5% 63% -2.2% to +3.4% 0.0%
Day +9 16 +0.3% -8.0% to +3.0% 50% -6.7% to +2.8% 0.0%
Day +10 16 +0.7% -7.6% to +3.6% 50% -7.3% to +3.5% 0.0%
Crosses above gamma max 16 completed Day +10 paths · latest Aug 14, 2026
ABNB returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -16.0% -8.0% 0% +8.0% +16.0% Cross on Dec 21, 2020 Cross on Jan 13, 2021 Cross on May 27, 2021 Cross on Jun 2, 2021 Cross on Aug 5, 2021 Cross on Sep 16, 2021 Cross on Nov 5, 2021 Cross on Nov 12, 2021 Cross on Jan 26, 2023 Cross on Jul 17, 2023 Cross on Feb 14, 2025 Cross on Dec 11, 2025 Cross on Feb 26, 2026 Cross on Apr 15, 2026 Cross on Aug 7, 2026 Cross on Aug 14, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
ABNB historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 16 -0.1% -1.0% to +0.4% 50% -0.9% to +0.3% 0.0%
Day +2 16 -0.3% -2.4% to +0.4% 44% -2.1% to +0.2% 0.0%
Day +3 16 +0.3% -3.1% to +1.7% 50% -2.9% to +1.5% 0.0%
Day +4 16 -0.3% -3.2% to +2.7% 50% -2.6% to +2.3% 0.0%
Day +5 16 +2.1% -1.6% to +4.7% 69% -0.8% to +4.7% 0.0%
Day +6 16 +2.5% -2.9% to +4.2% 69% -2.7% to +4.1% 0.0%
Day +7 16 +2.8% -1.8% to +3.7% 63% -1.7% to +3.6% 0.0%
Day +8 16 +0.7% -3.5% to +3.1% 56% -3.3% to +2.6% 0.0%
Day +9 16 +0.8% -2.4% to +4.3% 63% -2.4% to +3.9% 0.0%
Day +10 16 +0.9% -5.5% to +4.8% 50% -5.1% to +4.7% 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

ABNB trailing historical statistics
Sessions closed above gamma max 3%
Gamma max crosses 10
Delta neutral crosses 19
Prior-year sessions closer to gamma max 58.7% of 252
Prior-year sessions closer to delta neutral 75.8% of 252
Open interest percentile (1y) 41th
Daily open interest change versus prior year -0.44σ (-6,207 contracts; 252 prior changes)
Open interest change, 5 sessions +3.3%
Open interest change, 21 sessions -7.1%
History available Dec 17, 2020 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 183.25 vs 191.66 (-4.6%)
  2. closed above gamma max at 184.06 vs 169.44 (+7.9%)
  3. closed below gamma max at 184.98 vs 187.89 (-1.6%)
  4. closed above gamma max at 178.07 vs 164.04 (+7.9%)
  5. closed above delta neutral at 132.30 vs 130.54 (+1.3%)
  6. closed below delta neutral at 129.30 vs 130.00 (-0.5%)
  7. closed below gamma max at 137.81 vs 148.11 (-7.5%)
  8. closed above gamma max at 137.51 vs 135.66 (+1.3%)
  9. closed above delta neutral at 131.40 vs 126.90 (+3.4%)
  10. closed below delta neutral at 124.97 vs 126.22 (-1.0%)

In today's screens

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Neighbours by open interest

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Questions people ask about ABNB

Where is ABNB's gamma max today?

As of Oct 2, 2026, the gamma max for ABNB is 177.67, +9.4% from the 162.43 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 ABNB above or below its delta neutral price?

ABNB closed above delta neutral: 162.43 against a delta neutral price of 148.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ABNB have?

225,018 contracts of open interest across 743 listed contracts on Oct 2, 2026, -2.7% 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.