Data through close

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

As of close · rank #1493 by open interest · snapshot page

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AIFC's nearest-expiration max pain is 0.50 for 2026-10-16, net GEX is 341,608, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
0.50
prev 0.50
Gamma max
0.36
-28.9% from close
Delta neutral
0.29
-42.5% from close
Gamma neutral
0.50
0.0% from close
Open interest
22,334
+0.0% vs prev
Contracts listed
22
29 calls · 19 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
0.50
-0.7% from close
2026-10-16
GEX flip
–
Net GEX
341,608
1,529,543 per 100k OI
Call wall
0.50
-0.7% from close
Put wall
0.50
-0.7% from close
Put/call OI
0.13
2,570 puts / 19,764 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
85.8
within trailing 52-week range
Front / back ATM IV
+138.6% / +121.8%
16.8 pp front premium
Expected move
+27.1%
14 DTE · one standard deviation
ATM straddle / spot
+34.7%
front-window midpoint premium
25Δ risk reversal
-53.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
11 contracts traded
Normalized net delta
0.507
option-holder convention
Modeled dealer delta
-0.506
opposite-side scenario
Vanna / 100k OI
1,007
volatility-sensitive delta
Charm / 100k OI
-7,885
time-decay-sensitive delta
IV surface range
14.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AIFC closed 28.9% above its gamma max of 0.36. It is 42.5% above the delta neutral price of 0.29. Total open interest is 22,334, +0.0% 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

← LXU (#1492) TRVI (#1494) →

Questions people ask about AIFC

Where is AIFC's gamma max today?

As of Oct 2, 2026, the gamma max for AIFC is 0.36, -28.9% from the 0.50 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 AIFC above or below its delta neutral price?

AIFC closed above delta neutral: 0.50 against a delta neutral price of 0.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AIFC have?

22,334 contracts of open interest across 22 listed contracts on Oct 2, 2026, +0.0% 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.