AGI max pain, gamma exposure (GEX) & options open interest
As of close · rank #516 by open interest · 1,394 sessions of history since Dec 1, 2020
AGI's nearest-expiration max pain is 33.00 for 2026-10-16, its GEX flip is 8.67, net GEX is 5,826,478, its put/call open-interest ratio is 0.35. 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: OI change 0.03σ · 14d expected move +9.4% · front IV premium -0.7 pp
AGI closed 5.2% above its gamma max of 30.79. It is 8.3% above the delta neutral price of 29.77. Total open interest is 138,756, +0.2% versus the previous session. Its options catalyst-intensity score is 58.2 out of 100, led by OI change 0.03σ, 14d expected move +9.4%, front IV premium -0.7 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 | +171 contracts · +0.2% |
| Put OI change, 1 session | +129 contracts · +0.4% |
| Call minus put OI growth, 1 session | -0.2 pp |
| Call OI change, 5 sessions | +7,633 contracts · +8.0% |
| Put OI change, 5 sessions | +2,582 contracts · +7.8% |
| Call minus put OI growth, 5 sessions | +0.2 pp |
| Daily call OI change surprise | +0.01σ (252 prior changes) |
| Daily put OI change surprise | +0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.03σ (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 44 completed Day +10 paths · latest Aug 21, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 44 | +1.0% | -0.5% to +2.1% | 68% | +0.4% to +1.7% | +0.4% |
| Day +2 | 44 | +1.2% | -1.3% to +2.7% | 59% | -0.4% to +1.9% | 0.0% |
| Day +3 | 44 | +1.2% | -1.2% to +3.2% | 64% | +0.3% to +2.3% | +0.3% |
| Day +4 | 44 | +0.7% | -2.2% to +5.0% | 55% | -1.5% to +2.6% | 0.0% |
| Day +5 | 44 | +1.3% | -3.0% to +4.7% | 57% | -2.0% to +3.1% | 0.0% |
| Day +6 | 44 | +0.7% | -2.9% to +5.4% | 57% | -0.9% to +2.5% | 0.0% |
| Day +7 | 44 | +1.6% | -3.4% to +6.7% | 61% | -0.1% to +3.8% | 0.0% |
| Day +8 | 44 | +1.7% | -4.1% to +8.8% | 57% | -1.0% to +5.9% | 0.0% |
| Day +9 | 44 | +1.9% | -1.8% to +9.6% | 59% | -0.3% to +4.9% | 0.0% |
| Day +10 | 44 | +1.5% | -3.1% to +9.4% | 57% | -1.7% to +4.8% | 0.0% |
Crosses above gamma max 44 completed Day +10 paths · latest Aug 20, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 44 | +0.1% | -1.4% to +2.4% | 55% | -0.8% to +0.9% | 0.0% |
| Day +2 | 44 | -0.3% | -3.3% to +2.9% | 45% | -1.7% to +1.1% | 0.0% |
| Day +3 | 44 | +0.8% | -2.3% to +2.7% | 59% | -0.1% to +1.3% | 0.0% |
| Day +4 | 44 | +0.7% | -2.6% to +3.5% | 61% | -0.9% to +2.1% | 0.0% |
| Day +5 | 44 | +0.7% | -2.5% to +4.1% | 55% | -0.5% to +1.9% | 0.0% |
| Day +6 | 44 | +1.1% | -2.5% to +4.0% | 57% | -0.8% to +2.1% | 0.0% |
| Day +7 | 44 | +1.2% | -1.3% to +5.5% | 52% | -0.7% to +3.6% | 0.0% |
| Day +8 | 44 | +1.2% | -4.5% to +8.0% | 55% | -0.8% to +5.5% | 0.0% |
| Day +9 | 44 | +3.0% | -3.2% to +7.6% | 64% | +0.6% to +4.8% | +0.6% |
| Day +10 | 44 | +1.1% | -3.7% to +7.8% | 61% | -0.4% to +5.0% | 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 | 31% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 36.1% of 252 |
| Prior-year sessions closer to delta neutral | 9.1% of 252 |
| Open interest percentile (1y) | 92th |
| Daily open interest change versus prior year | +0.03σ (300 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +7.9% |
| Open interest change, 21 sessions | +3.7% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above gamma max at 32.39 vs 30.44 (+6.0%)
- closed below gamma max at 37.86 vs 40.83 (-7.9%)
- closed above gamma max at 36.69 vs 36.67 (+0.0%)
- closed below gamma max at 33.19 vs 33.36 (-0.5%)
- closed above gamma max at 33.15 vs 32.84 (+0.9%)
- closed below gamma max at 40.29 vs 46.33 (-15.0%)
- closed above gamma max at 43.46 vs 43.41 (+0.1%)
- closed below gamma max at 44.54 vs 47.13 (-5.8%)
- closed above gamma max at 49.35 vs 47.45 (+3.9%)
- closed below gamma max at 39.62 vs 41.74 (-5.4%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/AGI
Questions people ask about AGI
Where is AGI's gamma max today?
As of Oct 2, 2026, the gamma max for AGI is 30.79, -5.2% from the 32.46 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 AGI above or below its delta neutral price?
AGI closed above delta neutral: 32.46 against a delta neutral price of 29.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AGI have?
138,756 contracts of open interest across 355 listed contracts on Oct 2, 2026, +0.2% 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.