Data through close

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

As of close · rank #1810 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

AGX's nearest-expiration max pain is 420.00 for 2026-10-16, its GEX flip is 380.45, net GEX is 28,039, its put/call open-interest ratio is 0.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
383.83
prev 379.58
Gamma max
469.86
+22.4% from close
Delta neutral
410.25
+6.9% from close
Gamma neutral
380.45
-0.9% from close
Open interest
14,322
-0.1% vs prev
Contracts listed
566
344 calls · 272 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
420.00
+9.4% from close
2026-10-16
GEX flip
380.45
-0.9% from close
Net GEX
28,039
195,778 per 100k OI
Call wall
410.00
+6.8% from close
Put wall
350.00
-8.8% from close
Put/call OI
0.80
6,378 puts / 7,944 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
4.4
within trailing 52-week range
Front / back ATM IV
+60.8% / +63.8%
-3.0 pp front premium
Expected move
+11.9%
14 DTE · one standard deviation
ATM straddle / spot
+9.2%
front-window midpoint premium
25Δ risk reversal
-4.0 pp
put IV minus call IV
IV butterfly
3.0 pp
front-window smile convexity
Volume / open interest
0.02
318 contracts traded
Normalized net delta
-0.062
option-holder convention
Modeled dealer delta
0.062
opposite-side scenario
Vanna / 100k OI
1,459
volatility-sensitive delta
Charm / 100k OI
587,320
time-decay-sensitive delta
IV surface range
48.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AGX closed 22.4% below its gamma max of 469.86. It is 6.9% below the delta neutral price of 410.25. Total open interest is 14,322, -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

← CNI (#1809) ELAN (#1811) →

Questions people ask about AGX

Where is AGX's gamma max today?

As of Oct 2, 2026, the gamma max for AGX is 469.86, +22.4% from the 383.83 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 AGX above or below its delta neutral price?

AGX closed below delta neutral: 383.83 against a delta neutral price of 410.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AGX have?

14,322 contracts of open interest across 566 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.