Data through close

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

As of close · rank #3836 by open interest · snapshot page

AFG's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 102.09, net GEX is 209,518, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
139.10
prev 138.08
Gamma max
145.55
+4.6% from close
Delta neutral
125.90
-9.5% from close
Gamma neutral
102.09
-26.6% from close
Open interest
748
+0.1% vs prev
Contracts listed
45
30 calls · 16 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
140.00
+0.6% from close
2026-10-16
GEX flip
102.09
-26.6% from close
Net GEX
209,518
28,010,372 per 100k OI
Call wall
145.00
+4.2% from close
Put wall
135.00
-2.9% from close
Put/call OI
0.13
88 puts / 660 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
2.4
within trailing 52-week range
Front / back ATM IV
+20.2% / +23.9%
-3.7 pp front premium
Expected move
+4.0%
14 DTE · one standard deviation
ATM straddle / spot
+8.4%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-0.1 pp
front-window smile convexity
Volume / open interest
0.02
14 contracts traded
Normalized net delta
0.208
option-holder convention
Modeled dealer delta
-0.206
opposite-side scenario
Vanna / 100k OI
1,337
volatility-sensitive delta
Charm / 100k OI
-272,727
time-decay-sensitive delta
IV surface range
14.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AFG closed 4.6% below its gamma max of 145.55. It is 9.5% above the delta neutral price of 125.90. Total open interest is 748, +0.1% 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

Questions people ask about AFG

Where is AFG's gamma max today?

As of Oct 2, 2026, the gamma max for AFG is 145.55, +4.6% from the 139.10 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 AFG above or below its delta neutral price?

AFG closed above delta neutral: 139.10 against a delta neutral price of 125.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AFG have?

748 contracts of open interest across 45 listed contracts on Oct 2, 2026, +0.1% 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.