Data through close

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

As of close · rank #920 by open interest · snapshot page

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AIG's nearest-expiration max pain is 76.00 for 2026-10-09, its GEX flip is 76.80, net GEX is -1,158,182, its put/call open-interest ratio is 1.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.93
prev 75.43
Gamma max
83.21
+11.0% from close
Delta neutral
75.73
+1.1% from close
Gamma neutral
76.80
+2.5% from close
Open interest
56,639
-3.7% vs prev
Contracts listed
393
212 calls · 197 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
76.00
+1.4% from close
2026-10-09
GEX flip
76.80
+2.5% from close
Net GEX
-1,158,182
-2,044,849 per 100k OI
Call wall
75.00
+0.1% from close
Put wall
75.00
+0.1% from close
Put/call OI
1.34
32,429 puts / 24,210 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
72.8
within trailing 52-week range
Front / back ATM IV
+25.5% / +25.3%
0.2 pp front premium
Expected move
+3.5%
7 DTE · one standard deviation
ATM straddle / spot
+2.8%
front-window midpoint premium
25Δ risk reversal
10.1 pp
put IV minus call IV
IV butterfly
7.1 pp
front-window smile convexity
Volume / open interest
0.02
1,292 contracts traded
Normalized net delta
-0.012
option-holder convention
Modeled dealer delta
0.012
opposite-side scenario
Vanna / 100k OI
4,190
volatility-sensitive delta
Charm / 100k OI
37,007
time-decay-sensitive delta
IV surface range
102.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AIG closed 11.0% below its gamma max of 83.21. It is 1.1% below the delta neutral price of 75.73. Total open interest is 56,639, -3.7% 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

← NAIL (#919) ABAT (#921) →

Questions people ask about AIG

Where is AIG's gamma max today?

As of Oct 2, 2026, the gamma max for AIG is 83.21, +11.0% from the 74.93 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 AIG above or below its delta neutral price?

AIG closed below delta neutral: 74.93 against a delta neutral price of 75.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AIG have?

56,639 contracts of open interest across 393 listed contracts on Oct 2, 2026, -3.7% 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.