Data through close

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

As of close · rank #796 by open interest · snapshot page

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ACAD's nearest-expiration max pain is 22.00 for 2026-10-16, net GEX is 386,361, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.95
prev 19.89
Gamma max
22.89
+14.7% from close
Delta neutral
21.18
+6.2% from close
Gamma neutral
19.95
0.0% from close
Open interest
72,305
+1.1% vs prev
Contracts listed
160
102 calls · 67 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
22.00
+10.3% from close
2026-10-16
GEX flip
–
Net GEX
386,361
534,349 per 100k OI
Call wall
21.00
+5.3% from close
Put wall
20.00
+0.3% from close
Put/call OI
0.53
25,131 puts / 47,174 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
–
cross-sectional score / 100
Directional score
–
IV rank
0.0
within trailing 52-week range
Front / back ATM IV
+46.3% / +42.1%
4.2 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+11.8%
front-window midpoint premium
25Δ risk reversal
-38.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
2,244 contracts traded
Normalized net delta
-0.116
option-holder convention
Modeled dealer delta
0.116
opposite-side scenario
Vanna / 100k OI
2,128
volatility-sensitive delta
Charm / 100k OI
-526,643
time-decay-sensitive delta
IV surface range
82.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ACAD closed 14.7% below its gamma max of 22.89. It is 6.2% below the delta neutral price of 21.18. Total open interest is 72,305, +1.1% versus the previous session. What gamma max means · What delta neutral means

History

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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In today's screens

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Neighbours by open interest

← PBI (#795) GERN (#797) →

Questions people ask about ACAD

Where is ACAD's gamma max today?

As of Oct 2, 2026, the gamma max for ACAD is 22.89, +14.7% from the 19.95 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 ACAD above or below its delta neutral price?

ACAD closed below delta neutral: 19.95 against a delta neutral price of 21.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ACAD have?

72,305 contracts of open interest across 160 listed contracts on Oct 2, 2026, +1.1% 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.