AEHR max pain, gamma exposure (GEX) & options open interest
As of close · rank #573 by open interest · 1,233 sessions of history since Jul 23, 2021
AEHR's nearest-expiration max pain is 95.00 for 2026-10-09, its GEX flip is 92.13, net GEX is 1,258,581, its put/call open-interest ratio is 0.90. 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: 7d expected move +14.0% · smile convexity -20.5 pp · volume/OI 0.09
AEHR closed 10.6% below its gamma max of 118.58. It is 17.8% above the delta neutral price of 88.09. Total open interest is 122,029, -8.4% versus the previous session. Its options catalyst-intensity score is 56.8 out of 100, led by 7d expected move +14.0%, smile convexity -20.5 pp, volume/OI 0.09. 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 | -7,303 contracts · -10.2% |
| Put OI change, 1 session | -3,899 contracts · -6.3% |
| Call minus put OI growth, 1 session | -3.9 pp |
| Call OI change, 5 sessions | -234 contracts · -0.4% |
| Put OI change, 5 sessions | +2,932 contracts · +5.4% |
| Call minus put OI growth, 5 sessions | -5.7 pp |
| Daily call OI change surprise | -1.83σ (252 prior changes) |
| Daily put OI change surprise | -1.27σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.82σ (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 29 completed Day +10 paths · latest Apr 17, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 29 | +1.7% | -2.2% to +5.7% | 55% | -1.9% to +3.9% | 0.0% |
| Day +2 | 29 | +1.0% | -5.2% to +7.4% | 55% | -2.0% to +5.7% | 0.0% |
| Day +3 | 29 | +0.5% | -4.4% to +7.8% | 52% | -3.9% to +4.0% | 0.0% |
| Day +4 | 29 | +3.2% | -2.5% to +9.4% | 66% | -0.7% to +7.2% | 0.0% |
| Day +5 | 29 | +2.6% | -5.4% to +5.9% | 59% | -1.6% to +5.6% | 0.0% |
| Day +6 | 29 | +1.0% | -3.5% to +8.3% | 55% | -3.2% to +5.5% | 0.0% |
| Day +7 | 29 | +3.0% | -3.1% to +14.7% | 62% | -2.0% to +13.4% | 0.0% |
| Day +8 | 29 | -0.2% | -3.1% to +17.3% | 48% | -2.7% to +14.0% | 0.0% |
| Day +9 | 29 | +3.1% | -8.7% to +25.9% | 55% | -6.9% to +12.1% | 0.0% |
| Day +10 | 29 | +4.1% | -6.7% to +18.2% | 66% | -3.1% to +11.0% | 0.0% |
Crosses above gamma max 28 completed Day +10 paths · latest Apr 16, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 28 | +3.3% | -1.2% to +7.7% | 71% | +2.2% to +5.2% | +2.2% |
| Day +2 | 28 | +3.4% | -1.3% to +8.8% | 64% | -0.1% to +6.3% | 0.0% |
| Day +3 | 28 | +5.1% | -4.7% to +14.8% | 61% | -3.3% to +8.2% | 0.0% |
| Day +4 | 28 | +3.7% | -5.0% to +16.2% | 54% | -1.7% to +11.0% | 0.0% |
| Day +5 | 28 | +2.1% | -5.3% to +16.5% | 57% | -2.9% to +8.9% | 0.0% |
| Day +6 | 28 | +3.8% | -0.5% to +17.2% | 71% | +2.7% to +14.3% | +2.7% |
| Day +7 | 28 | +3.9% | -1.9% to +9.5% | 61% | -0.4% to +7.3% | 0.0% |
| Day +8 | 28 | +3.7% | -0.9% to +14.3% | 68% | +0.8% to +7.4% | +0.8% |
| Day +9 | 28 | +4.3% | -1.5% to +16.6% | 68% | +0.0% to +14.8% | +0.0% |
| Day +10 | 28 | +5.7% | -5.6% to +18.0% | 68% | +1.4% to +12.3% | +1.4% |
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 | 14% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 10 |
| Prior-year sessions closer to gamma max | 39.7% of 252 |
| Prior-year sessions closer to delta neutral | 33.3% of 252 |
| Open interest percentile (1y) | 90th |
| Daily open interest change versus prior year | -1.66σ (-11,202 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.3% |
| Open interest change, 21 sessions | +1.1% |
| History available | Jul 23, 2021 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 86.26 vs 77.32 (+10.4%)
- closed below delta neutral at 76.27 vs 76.95 (-0.9%)
- closed above delta neutral at 80.24 vs 79.84 (+0.5%)
- closed below delta neutral at 79.27 vs 81.00 (-2.2%)
- closed above delta neutral at 76.87 vs 71.57 (+6.9%)
- closed below delta neutral at 70.00 vs 70.82 (-1.2%)
- closed above delta neutral at 76.21 vs 69.70 (+8.5%)
- closed below delta neutral at 67.89 vs 69.12 (-1.8%)
- closed above delta neutral at 72.09 vs 67.85 (+5.9%)
- closed below delta neutral at 69.96 vs 73.96 (-5.7%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/AEHR
Questions people ask about AEHR
Where is AEHR's gamma max today?
As of Oct 2, 2026, the gamma max for AEHR is 118.58, +10.6% from the 107.21 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 AEHR above or below its delta neutral price?
AEHR closed above delta neutral: 107.21 against a delta neutral price of 88.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AEHR have?
122,029 contracts of open interest across 708 listed contracts on Oct 2, 2026, -8.4% 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.