Data through close

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

As of close · rank #1423 by open interest · snapshot page

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ALGM's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 17.43, net GEX is 1,528,700, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
39.53
prev 36.38
Gamma max
34.81
-11.9% from close
Delta neutral
29.34
-25.8% from close
Gamma neutral
17.43
-55.9% from close
Open interest
24,615
+0.3% vs prev
Contracts listed
284
204 calls · 122 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
35.00
-11.5% from close
2026-10-16
GEX flip
17.43
-55.9% from close
Net GEX
1,528,700
6,210,443 per 100k OI
Call wall
35.00
-11.5% from close
Put wall
40.00
+1.2% from close
Put/call OI
0.36
6,534 puts / 18,081 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
25.7
within trailing 52-week range
Front / back ATM IV
+62.0% / +73.4%
-11.4 pp front premium
Expected move
+12.2%
14 DTE · one standard deviation
ATM straddle / spot
+21.3%
front-window midpoint premium
25Δ risk reversal
9.8 pp
put IV minus call IV
IV butterfly
-9.4 pp
front-window smile convexity
Volume / open interest
0.18
4,536 contracts traded
Normalized net delta
0.375
option-holder convention
Modeled dealer delta
-0.375
opposite-side scenario
Vanna / 100k OI
-882
volatility-sensitive delta
Charm / 100k OI
-1,842,243
time-decay-sensitive delta
IV surface range
26.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ALGM closed 11.9% above its gamma max of 34.81. It is 25.8% above the delta neutral price of 29.34. Total open interest is 24,615, +0.3% 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

← ITGR (#1422) KODK (#1424) →

Questions people ask about ALGM

Where is ALGM's gamma max today?

As of Oct 2, 2026, the gamma max for ALGM is 34.81, -11.9% from the 39.53 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 ALGM above or below its delta neutral price?

ALGM closed above delta neutral: 39.53 against a delta neutral price of 29.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALGM have?

24,615 contracts of open interest across 284 listed contracts on Oct 2, 2026, +0.3% 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.