Data through close

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

As of close · rank #2082 by open interest · snapshot page

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AGL's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 67.88, net GEX is 64,476, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.14
prev 82.28
Gamma max
114.56
+36.2% from close
Delta neutral
70.77
-15.9% from close
Gamma neutral
67.88
-19.3% from close
Open interest
9,987
+0.8% vs prev
Contracts listed
206
175 calls · 117 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
85.00
+1.0% from close
2026-10-16
GEX flip
67.88
-19.3% from close
Net GEX
64,476
645,602 per 100k OI
Call wall
85.00
+1.0% from close
Put wall
95.00
+12.9% from close
Put/call OI
0.77
4,349 puts / 5,638 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
100.0
within trailing 52-week range
Front / back ATM IV
+73.6% / +85.9%
-12.3 pp front premium
Expected move
+14.4%
14 DTE · one standard deviation
ATM straddle / spot
+11.2%
front-window midpoint premium
25Δ risk reversal
-7.0 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.00
40 contracts traded
Normalized net delta
0.170
option-holder convention
Modeled dealer delta
-0.170
opposite-side scenario
Vanna / 100k OI
1,752
volatility-sensitive delta
Charm / 100k OI
259,407
time-decay-sensitive delta
IV surface range
87.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AGL closed 36.2% below its gamma max of 114.56. It is 15.9% above the delta neutral price of 70.77. Total open interest is 9,987, +0.8% 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

← NFLU (#2081) IREX (#2083) →

Questions people ask about AGL

Where is AGL's gamma max today?

As of Oct 2, 2026, the gamma max for AGL is 114.56, +36.2% from the 84.14 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 AGL above or below its delta neutral price?

AGL closed above delta neutral: 84.14 against a delta neutral price of 70.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AGL have?

9,987 contracts of open interest across 206 listed contracts on Oct 2, 2026, +0.8% 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.