Data through close

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

As of close · rank #2165 by open interest · snapshot page

ACWI's nearest-expiration max pain is 158.00 for 2026-10-16, its GEX flip is 168.34, net GEX is -2,268,401, its put/call open-interest ratio is 3.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
160.09
prev 158.74
Gamma max
175.80
+9.8% from close
Delta neutral
160.69
+0.4% from close
Gamma neutral
168.34
+5.2% from close
Open interest
8,903
+0.4% vs prev
Contracts listed
175
87 calls · 117 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
158.00
-1.3% from close
2026-10-16
GEX flip
168.34
+5.2% from close
Net GEX
-2,268,401
-25,479,062 per 100k OI
Call wall
155.00
-3.2% from close
Put wall
158.00
-1.3% from close
Put/call OI
3.10
6,731 puts / 2,172 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
16.5
within trailing 52-week range
Front / back ATM IV
+19.4% / +13.9%
5.5 pp front premium
Expected move
+3.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
-24.7 pp
put IV minus call IV
IV butterfly
4.0 pp
front-window smile convexity
Volume / open interest
0.01
115 contracts traded
Normalized net delta
0.001
option-holder convention
Modeled dealer delta
-0.001
opposite-side scenario
Vanna / 100k OI
3,358
volatility-sensitive delta
Charm / 100k OI
1,616,567
time-decay-sensitive delta
IV surface range
74.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ACWI closed 9.8% below its gamma max of 175.80. It is 0.4% below the delta neutral price of 160.69. Total open interest is 8,903, +0.4% 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

Questions people ask about ACWI

Where is ACWI's gamma max today?

As of Oct 2, 2026, the gamma max for ACWI is 175.80, +9.8% from the 160.09 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 ACWI above or below its delta neutral price?

ACWI closed below delta neutral: 160.09 against a delta neutral price of 160.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ACWI have?

8,903 contracts of open interest across 175 listed contracts on Oct 2, 2026, +0.4% 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.