ACN max pain, gamma exposure (GEX) & options open interest
As of close · rank #336 by open interest · 1,393 sessions of history since Dec 1, 2020
ACN's nearest-expiration max pain is 195.00 for 2026-10-09, its GEX flip is 185.27, net GEX is 4,769,753, its put/call open-interest ratio is 0.93. 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: volume/OI 0.21 · IV rank 100 · front IV premium 4.0 pp
ACN closed 15.7% below its gamma max of 230.20. It is 5.9% above the delta neutral price of 187.17. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 256,624, -2.4% versus the previous session. Its options catalyst-intensity score is 66.9 out of 100, led by volume/OI 0.21, IV rank 100, front IV premium 4.0 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 | -945 contracts · -0.7% |
| Put OI change, 1 session | -5,490 contracts · -4.2% |
| Call minus put OI growth, 1 session | +3.5 pp |
| Call OI change, 5 sessions | +17,328 contracts · +15.0% |
| Put OI change, 5 sessions | +15,671 contracts · +14.5% |
| Call minus put OI growth, 5 sessions | +0.6 pp |
| Daily call OI change surprise | -0.16σ (252 prior changes) |
| Daily put OI change surprise | -0.94σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.78σ (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 19 completed Day +10 paths · latest Dec 5, 2025 fresh cross
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 19 | -0.0% | -0.5% to +1.3% | 47% | -0.4% to +1.1% | 0.0% |
| Day +2 | 19 | -0.2% | -0.8% to +1.2% | 42% | -0.8% to +1.1% | 0.0% |
| Day +3 | 19 | +0.7% | -1.5% to +2.1% | 53% | -1.4% to +2.0% | 0.0% |
| Day +4 | 19 | +0.8% | -1.4% to +1.7% | 63% | -1.0% to +1.7% | 0.0% |
| Day +5 | 19 | +0.6% | -2.3% to +2.6% | 58% | -2.1% to +2.4% | 0.0% |
| Day +6 | 19 | +0.5% | -3.7% to +2.9% | 63% | -3.2% to +2.8% | 0.0% |
| Day +7 | 19 | +0.2% | -3.5% to +3.0% | 63% | -3.3% to +2.8% | 0.0% |
| Day +8 | 19 | +0.7% | -3.0% to +2.1% | 58% | -2.5% to +2.1% | 0.0% |
| Day +9 | 19 | -0.6% | -3.8% to +1.6% | 47% | -3.7% to +1.5% | 0.0% |
| Day +10 | 19 | -1.0% | -4.6% to +1.9% | 42% | -3.3% to +1.7% | 0.0% |
Crosses above gamma max 20 completed Day +10 paths · latest Dec 3, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 20 | -0.1% | -1.1% to +0.3% | 35% | -1.1% to +0.3% | 0.0% |
| Day +2 | 20 | +0.1% | -2.0% to +0.6% | 60% | -2.0% to +0.5% | 0.0% |
| Day +3 | 20 | -0.1% | -2.0% to +1.2% | 50% | -1.9% to +1.2% | 0.0% |
| Day +4 | 20 | +0.6% | -1.3% to +1.1% | 55% | -1.2% to +1.1% | 0.0% |
| Day +5 | 20 | -0.2% | -2.1% to +1.6% | 45% | -2.0% to +1.5% | 0.0% |
| Day +6 | 20 | -0.7% | -2.3% to +1.9% | 40% | -2.2% to +1.7% | 0.0% |
| Day +7 | 20 | -0.4% | -2.7% to +0.8% | 35% | -2.6% to +0.7% | 0.0% |
| Day +8 | 20 | +0.0% | -2.8% to +1.2% | 50% | -2.7% to +1.0% | 0.0% |
| Day +9 | 20 | -0.2% | -3.2% to +1.8% | 45% | -3.1% to +1.6% | 0.0% |
| Day +10 | 20 | -0.3% | -3.7% to +1.5% | 50% | -3.4% to +1.4% | 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 | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 31 |
| Prior-year sessions closer to gamma max | 69.0% of 252 |
| Prior-year sessions closer to delta neutral | 67.9% of 252 |
| Open interest percentile (1y) | 92th |
| Daily open interest change versus prior year | -0.56σ (-6,435 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +14.8% |
| Open interest change, 21 sessions | +13.0% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 198.90 vs 230.20 (-15.7%)
- closed above gamma max at 212.30 vs 202.64 (+4.6%)
- closed above delta neutral at 183.37 vs 182.85 (+0.3%)
- closed below delta neutral at 177.41 vs 182.48 (-2.9%)
- closed above delta neutral at 186.11 vs 181.36 (+2.6%)
- closed below delta neutral at 181.29 vs 181.33 (-0.0%)
- closed above delta neutral at 183.90 vs 180.40 (+1.9%)
- closed below delta neutral at 179.03 vs 179.04 (-0.0%)
- closed above delta neutral at 154.06 vs 152.33 (+1.1%)
- closed below delta neutral at 140.09 vs 140.15 (-0.0%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/ACN
Questions people ask about ACN
Where is ACN's gamma max today?
As of Oct 2, 2026, the gamma max for ACN is 230.20, +15.7% from the 198.90 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 ACN above or below its delta neutral price?
ACN closed above delta neutral: 198.90 against a delta neutral price of 187.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ACN have?
256,624 contracts of open interest across 976 listed contracts on Oct 2, 2026, -2.4% 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.