ABUS max pain, gamma exposure (GEX) & options open interest
As of close · rank #584 by open interest · 1,291 sessions of history since Dec 14, 2020
ABUS's nearest-expiration max pain is 7.00 for 2026-10-16, its GEX flip is 5.59, net GEX is -169,186, its put/call open-interest ratio is 0.79. 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: 105d expected move +31.2% · front IV premium 0.0 pp
ABUS closed 37.7% below its gamma max of 6.16. It is 0.3% above the delta neutral price of 4.46. Total open interest is 117,662, -3.1% versus the previous session. Its options catalyst-intensity score is 59.3 out of 100, led by 105d expected move +31.2%, front IV premium 0.0 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 | -1,757 contracts · -2.6% |
| Put OI change, 1 session | -1,999 contracts · -3.7% |
| Call minus put OI growth, 1 session | +1.1 pp |
| Call OI change, 5 sessions | +1,803 contracts · +2.8% |
| Put OI change, 5 sessions | -9,509 contracts · -15.5% |
| Call minus put OI growth, 5 sessions | +18.3 pp |
| Daily call OI change surprise | -0.48σ (252 prior changes) |
| Daily put OI change surprise | -0.52σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.20σ (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 36 completed Day +10 paths · latest Jul 10, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 36 | 0.0% | -1.9% to +1.8% | 44% | -1.5% to +1.6% | 0.0% |
| Day +2 | 36 | -0.6% | -2.5% to +1.5% | 44% | -1.5% to +0.7% | 0.0% |
| Day +3 | 36 | -1.0% | -4.1% to +1.2% | 36% | -3.1% to +0.3% | 0.0% |
| Day +4 | 36 | -1.1% | -5.4% to +1.4% | 36% | -3.1% to +0.2% | 0.0% |
| Day +5 | 36 | -0.7% | -4.6% to +1.9% | 39% | -2.4% to +0.7% | 0.0% |
| Day +6 | 36 | -2.3% | -6.0% to +1.5% | 33% | -4.5% to -0.3% | -0.3% |
| Day +7 | 36 | -1.9% | -5.8% to +5.4% | 42% | -4.7% to +1.0% | 0.0% |
| Day +8 | 36 | -3.3% | -5.5% to +4.1% | 36% | -4.4% to +1.2% | 0.0% |
| Day +9 | 36 | -2.5% | -7.1% to +3.8% | 36% | -6.5% to +1.6% | 0.0% |
| Day +10 | 36 | -3.9% | -7.3% to +2.5% | 39% | -6.2% to +1.8% | 0.0% |
Crosses above gamma max 31 completed Day +10 paths · latest Jul 9, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 31 | -0.6% | -2.3% to +1.6% | 35% | -2.0% to +0.6% | 0.0% |
| Day +2 | 31 | 0.0% | -2.9% to +1.6% | 48% | -1.1% to +1.1% | 0.0% |
| Day +3 | 31 | -0.6% | -3.6% to +1.8% | 35% | -2.8% to +1.0% | 0.0% |
| Day +4 | 31 | -0.3% | -5.2% to +2.0% | 42% | -4.4% to +1.2% | 0.0% |
| Day +5 | 31 | -1.4% | -6.2% to +1.4% | 39% | -4.9% to +0.4% | 0.0% |
| Day +6 | 31 | -1.2% | -7.5% to +2.6% | 45% | -4.2% to +1.9% | 0.0% |
| Day +7 | 31 | -1.5% | -5.6% to +1.5% | 35% | -4.7% to +0.3% | 0.0% |
| Day +8 | 31 | -3.2% | -7.1% to +3.7% | 35% | -5.6% to +1.0% | 0.0% |
| Day +9 | 31 | -1.5% | -8.6% to +2.3% | 35% | -5.7% to +1.4% | 0.0% |
| Day +10 | 31 | -1.7% | -6.9% to +4.8% | 39% | -6.3% to +1.0% | 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 | 12% |
| Gamma max crosses | 29 |
| Delta neutral crosses | 9 |
| Prior-year sessions closer to gamma max | 92.4% of 249 |
| Prior-year sessions closer to delta neutral | 0.8% of 249 |
| Open interest percentile (1y) | 98th |
| Daily open interest change versus prior year | -0.51σ (-3,756 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -6.1% |
| Open interest change, 21 sessions | +385.0% |
| History available | Dec 14, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 4.47 vs 4.46 (+0.3%)
- closed below gamma max at 4.78 vs 6.23 (-30.4%)
- closed above gamma max at 4.85 vs 3.72 (+23.3%)
- closed below gamma max at 4.88 vs 5.92 (-21.3%)
- closed above gamma max at 4.85 vs 4.40 (+9.2%)
- closed below delta neutral at 5.00 vs 6.51 (-30.2%)
- closed below gamma max at 5.12 vs 5.83 (-13.9%)
- closed above gamma max at 5.12 vs 4.50 (+12.1%)
- closed below gamma max at 4.80 vs 4.93 (-2.7%)
- closed above gamma max at 5.14 vs 5.00 (+2.7%)
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/ABUS
Questions people ask about ABUS
Where is ABUS's gamma max today?
As of Oct 2, 2026, the gamma max for ABUS is 6.16, +37.7% from the 4.47 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 ABUS above or below its delta neutral price?
ABUS closed above delta neutral: 4.47 against a delta neutral price of 4.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ABUS have?
117,662 contracts of open interest across 35 listed contracts on Oct 2, 2026, -3.1% 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.