Data through close

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

As of close · rank #1201 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ALGN's nearest-expiration max pain is 150.00 for 2026-10-09, net GEX is 821,188, its put/call open-interest ratio is 0.66. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
143.74
prev 145.35
Gamma max
157.47
+9.6% from close
Delta neutral
141.04
-1.9% from close
Gamma neutral
143.74
0.0% from close
Open interest
34,625
-3.6% vs prev
Contracts listed
461
239 calls · 247 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
150.00
+4.4% from close
2026-10-09
GEX flip
–
Net GEX
821,188
2,371,663 per 100k OI
Call wall
165.00
+14.8% from close
Put wall
130.00
-9.6% from close
Put/call OI
0.66
13,711 puts / 20,914 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
70.6
within trailing 52-week range
Front / back ATM IV
+45.6% / +51.6%
-6.1 pp front premium
Expected move
+6.3%
7 DTE · one standard deviation
ATM straddle / spot
+5.9%
front-window midpoint premium
25Δ risk reversal
-97.2 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.06
2,313 contracts traded
Normalized net delta
0.020
option-holder convention
Modeled dealer delta
-0.020
opposite-side scenario
Vanna / 100k OI
3,040
volatility-sensitive delta
Charm / 100k OI
-1,464,432
time-decay-sensitive delta
IV surface range
107.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ALGN closed 9.6% below its gamma max of 157.47. It is 1.9% above the delta neutral price of 141.04. Total open interest is 34,625, -3.6% 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

← REGN (#1200) CRVS (#1202) →

Questions people ask about ALGN

Where is ALGN's gamma max today?

As of Oct 2, 2026, the gamma max for ALGN is 157.47, +9.6% from the 143.74 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 ALGN above or below its delta neutral price?

ALGN closed above delta neutral: 143.74 against a delta neutral price of 141.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALGN have?

34,625 contracts of open interest across 461 listed contracts on Oct 2, 2026, -3.6% 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.