Data through close

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

As of close · rank #1716 by open interest · snapshot page

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AER's nearest-expiration max pain is 145.00 for 2026-10-16, its GEX flip is 140.73, net GEX is 313,902, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
144.34
prev 143.93
Gamma max
158.23
+9.6% from close
Delta neutral
137.10
-5.0% from close
Gamma neutral
140.73
-2.5% from close
Open interest
16,432
+1.0% vs prev
Contracts listed
135
93 calls · 68 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
145.00
+0.5% from close
2026-10-16
GEX flip
140.73
-2.5% from close
Net GEX
313,902
1,910,309 per 100k OI
Call wall
145.00
+0.5% from close
Put wall
140.00
-3.0% from close
Put/call OI
0.41
4,806 puts / 11,626 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
25.2
within trailing 52-week range
Front / back ATM IV
+23.0% / +26.8%
-3.8 pp front premium
Expected move
+4.5%
14 DTE · one standard deviation
ATM straddle / spot
+3.5%
front-window midpoint premium
25Δ risk reversal
-0.3 pp
put IV minus call IV
IV butterfly
1.7 pp
front-window smile convexity
Volume / open interest
0.02
282 contracts traded
Normalized net delta
0.409
option-holder convention
Modeled dealer delta
-0.409
opposite-side scenario
Vanna / 100k OI
1,473
volatility-sensitive delta
Charm / 100k OI
21,391
time-decay-sensitive delta
IV surface range
74.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AER closed 9.6% below its gamma max of 158.23. It is 5.0% above the delta neutral price of 137.10. Total open interest is 16,432, +1.0% 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

← OLED (#1715) UNFI (#1717) →

Questions people ask about AER

Where is AER's gamma max today?

As of Oct 2, 2026, the gamma max for AER is 158.23, +9.6% from the 144.34 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 AER above or below its delta neutral price?

AER closed above delta neutral: 144.34 against a delta neutral price of 137.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AER have?

16,432 contracts of open interest across 135 listed contracts on Oct 2, 2026, +1.0% 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.