Data through close

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

As of close · rank #954 by open interest · snapshot page

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AGIO's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 10.18, net GEX is 3,837,161, its put/call open-interest ratio is 0.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
31.80
prev 32.48
Gamma max
25.32
-20.4% from close
Delta neutral
18.71
-41.2% from close
Gamma neutral
10.18
-68.0% from close
Open interest
53,755
+1.3% vs prev
Contracts listed
90
60 calls · 47 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
35.00
+10.1% from close
2026-10-16
GEX flip
10.18
-68.0% from close
Net GEX
3,837,161
7,138,240 per 100k OI
Call wall
30.00
-5.7% from close
Put wall
25.00
-21.4% from close
Put/call OI
0.17
7,663 puts / 46,092 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
55.3
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-17.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
197 contracts traded
Normalized net delta
0.456
option-holder convention
Modeled dealer delta
-0.456
opposite-side scenario
Vanna / 100k OI
-2,004
volatility-sensitive delta
Charm / 100k OI
-34,879
time-decay-sensitive delta
IV surface range
88.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AGIO closed 20.4% above its gamma max of 25.32. It is 41.2% above the delta neutral price of 18.71. Total open interest is 53,755, +1.3% versus the previous session. What gamma max means · What delta neutral means

History

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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

← ORLY (#953) QSR (#955) →

Questions people ask about AGIO

Where is AGIO's gamma max today?

As of Oct 2, 2026, the gamma max for AGIO is 25.32, -20.4% from the 31.80 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 AGIO above or below its delta neutral price?

AGIO closed above delta neutral: 31.80 against a delta neutral price of 18.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AGIO have?

53,755 contracts of open interest across 90 listed contracts on Oct 2, 2026, +1.3% 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.