Data through close

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

As of close · rank #1719 by open interest · snapshot page

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AJG's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 211.51, net GEX is 597,752, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
226.11
prev 231.82
Gamma max
256.57
+13.5% from close
Delta neutral
227.65
+0.7% from close
Gamma neutral
211.51
-6.5% from close
Open interest
16,331
-0.5% vs prev
Contracts listed
183
102 calls · 96 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
240.00
+6.1% from close
2026-10-16
GEX flip
211.51
-6.5% from close
Net GEX
597,752
3,660,228 per 100k OI
Call wall
250.00
+10.6% from close
Put wall
240.00
+6.1% from close
Put/call OI
0.42
4,856 puts / 11,475 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
21.9
within trailing 52-week range
Front / back ATM IV
+32.9% / +35.6%
-2.7 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
-1.0 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.02
313 contracts traded
Normalized net delta
-0.008
option-holder convention
Modeled dealer delta
0.008
opposite-side scenario
Vanna / 100k OI
2,149
volatility-sensitive delta
Charm / 100k OI
594,305
time-decay-sensitive delta
IV surface range
75.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AJG closed 13.5% below its gamma max of 256.57. It is 0.7% below the delta neutral price of 227.65. Total open interest is 16,331, -0.5% 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

← TRON (#1718) GAU (#1720) →

Questions people ask about AJG

Where is AJG's gamma max today?

As of Oct 2, 2026, the gamma max for AJG is 256.57, +13.5% from the 226.11 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 AJG above or below its delta neutral price?

AJG closed below delta neutral: 226.11 against a delta neutral price of 227.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AJG have?

16,331 contracts of open interest across 183 listed contracts on Oct 2, 2026, -0.5% 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.