ABR max pain, gamma exposure (GEX) & options open interest
As of close · rank #484 by open interest · 1,394 sessions of history since Dec 1, 2020
ABR's nearest-expiration max pain is 2.00 for 2026-10-09, its GEX flip is 21.21, net GEX is -1,303,292, its put/call open-interest ratio is 1.66. 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: OI change 0.84σ · front IV premium 2.7 pp · IV rank 96
ABR closed 43.8% above its gamma max of 2.00. It is 42.3% below the delta neutral price of 5.07. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 155,545, +5.5% versus the previous session. Its options catalyst-intensity score is 72.1 out of 100, led by OI change 0.84σ, front IV premium 2.7 pp, IV rank 96. 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 | +7,868 contracts · +15.5% |
| Put OI change, 1 session | +284 contracts · +0.3% |
| Call minus put OI growth, 1 session | +15.2 pp |
| Call OI change, 5 sessions | +10,732 contracts · +22.4% |
| Put OI change, 5 sessions | +2,841 contracts · +3.0% |
| Call minus put OI growth, 5 sessions | +19.4 pp |
| Daily call OI change surprise | +1.34σ (252 prior changes) |
| Daily put OI change surprise | +0.07σ (252 prior changes) |
| Daily call-minus-put growth surprise | +2.83σ (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 above gamma max 9 completed Day +10 paths · latest Oct 9, 2024 fresh cross
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 9 | -0.2% | -1.7% to +0.5% | 44% | -3.0% to +1.0% | 0.0% |
| Day +2 | 9 | -1.0% | -1.9% to -0.6% | 22% | -3.3% to +0.1% | 0.0% |
| Day +3 | 9 | -0.3% | -1.4% to +1.0% | 44% | -2.0% to +1.2% | 0.0% |
| Day +4 | 9 | +0.2% | -1.4% to +0.4% | 56% | -3.1% to +0.7% | 0.0% |
| Day +5 | 9 | 0.0% | -0.7% to +2.4% | 44% | -4.8% to +3.5% | 0.0% |
| Day +6 | 9 | -0.7% | -3.0% to +0.3% | 33% | -4.5% to +4.7% | 0.0% |
| Day +7 | 9 | -0.6% | -2.2% to +1.7% | 44% | -2.6% to +3.1% | 0.0% |
| Day +8 | 9 | -1.9% | -2.9% to -0.2% | 22% | -3.4% to +0.6% | 0.0% |
| Day +9 | 9 | -1.9% | -2.7% to -0.1% | 22% | -4.8% to +0.7% | 0.0% |
| Day +10 | 9 | -1.4% | -2.9% to +0.9% | 44% | -3.9% to +5.1% | 0.0% |
Crosses below gamma max 7 completed Day +10 paths · latest Oct 3, 2024
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 7 | -0.3% | -0.8% to +0.7% | 43% | -1.6% to +2.0% | 0.0% |
| Day +2 | 7 | +0.3% | -0.5% to +0.4% | 57% | -2.3% to +1.5% | 0.0% |
| Day +3 | 7 | +0.4% | -1.9% to +0.8% | 57% | -2.6% to +4.9% | 0.0% |
| Day +4 | 7 | +0.3% | -0.7% to +0.9% | 57% | -1.2% to +4.3% | 0.0% |
| Day +5 | 7 | +1.1% | +0.8% to +2.4% | 86% | -1.6% to +4.2% | 0.0% |
| Day +6 | 7 | +0.6% | +0.0% to +1.2% | 71% | -1.4% to +4.3% | 0.0% |
| Day +7 | 7 | +1.1% | +1.0% to +2.4% | 86% | -1.2% to +3.2% | 0.0% |
| Day +8 | 7 | +0.4% | -0.9% to +0.9% | 57% | -1.8% to +6.3% | 0.0% |
| Day +9 | 7 | -0.7% | -1.7% to +3.0% | 43% | -3.6% to +7.6% | 0.0% |
| Day +10 | 7 | -0.5% | -2.5% to +1.9% | 43% | -3.0% to +7.9% | 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 | 3% |
| Gamma max crosses | 9 |
| Delta neutral crosses | 7 |
| Prior-year sessions closer to gamma max | 37.7% of 252 |
| Prior-year sessions closer to delta neutral | 90.9% of 252 |
| Open interest percentile (1y) | 19th |
| Daily open interest change versus prior year | +0.84σ (8,152 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +9.6% |
| Open interest change, 21 sessions | +17.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above gamma max at 3.56 vs 2.00 (+43.8%)
- closed below gamma max at 5.01 vs 18.09 (-261.0%)
- closed above gamma max at 5.25 vs 1.00 (+81.0%)
- closed below gamma max at 4.96 vs 13.64 (-174.9%)
- closed above gamma max at 4.92 vs 1.00 (+79.7%)
- closed below gamma max at 4.94 vs 23.94 (-384.6%)
- closed above gamma max at 5.27 vs 1.00 (+81.0%)
- closed below gamma max at 8.91 vs 13.50 (-51.5%)
- closed above gamma max at 9.03 vs 9.00 (+0.3%)
- closed below delta neutral at 11.78 vs 11.83 (-0.4%)
In today's screens
Neighbours by open interest
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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/ABR
Questions people ask about ABR
Where is ABR's gamma max today?
As of Oct 2, 2026, the gamma max for ABR is 2.00, -43.8% from the 3.56 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 ABR above or below its delta neutral price?
ABR closed below delta neutral: 3.56 against a delta neutral price of 5.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABR have?
155,545 contracts of open interest across 78 listed contracts on Oct 2, 2026, +5.5% 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.