Data through close

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

As of close · rank #3844 by open interest · snapshot page

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AGYS's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 58.43, net GEX is 48,166, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
99.26
prev 100.31
Gamma max
96.67
-2.6% from close
Delta neutral
76.78
-22.7% from close
Gamma neutral
58.43
-41.1% from close
Open interest
741
+0.4% vs prev
Contracts listed
83
65 calls · 35 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
75.00
-24.4% from close
2026-10-16
GEX flip
58.43
-41.1% from close
Net GEX
48,166
6,500,177 per 100k OI
Call wall
80.00
-19.4% from close
Put wall
110.00
+10.8% from close
Put/call OI
0.22
133 puts / 608 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
66.4
within trailing 52-week range
Front / back ATM IV
+52.5% / +61.7%
-9.2 pp front premium
Expected move
+10.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-11.5 pp
front-window smile convexity
Volume / open interest
0.01
8 contracts traded
Normalized net delta
0.322
option-holder convention
Modeled dealer delta
-0.322
opposite-side scenario
Vanna / 100k OI
1,484
volatility-sensitive delta
Charm / 100k OI
-2,998,381
time-decay-sensitive delta
IV surface range
66.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AGYS closed 2.6% above its gamma max of 96.67. It is 22.7% above the delta neutral price of 76.78. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 741, +0.4% 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

Neighbours by open interest

← TFII (#3843) EPSN (#3845) →

Questions people ask about AGYS

Where is AGYS's gamma max today?

As of Oct 2, 2026, the gamma max for AGYS is 96.67, -2.6% from the 99.26 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 AGYS above or below its delta neutral price?

AGYS closed above delta neutral: 99.26 against a delta neutral price of 76.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AGYS have?

741 contracts of open interest across 83 listed contracts on Oct 2, 2026, +0.4% 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.