Data through close

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

As of close · rank #2157 by open interest · snapshot page

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ALLE's nearest-expiration max pain is 155.00 for 2026-10-16, its GEX flip is 116.79, net GEX is 2,112,473, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
154.21
prev 154.33
Gamma max
160.82
+4.3% from close
Delta neutral
135.43
-12.2% from close
Gamma neutral
116.79
-24.3% from close
Open interest
8,968
+0.2% vs prev
Contracts listed
86
54 calls · 36 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
155.00
+0.5% from close
2026-10-16
GEX flip
116.79
-24.3% from close
Net GEX
2,112,473
23,555,678 per 100k OI
Call wall
160.00
+3.8% from close
Put wall
145.00
-6.0% from close
Put/call OI
0.10
804 puts / 8,164 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
5.8
within trailing 52-week range
Front / back ATM IV
+25.4% / +30.6%
-5.2 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
-3.0 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.07
668 contracts traded
Normalized net delta
0.245
option-holder convention
Modeled dealer delta
-0.245
opposite-side scenario
Vanna / 100k OI
4,906
volatility-sensitive delta
Charm / 100k OI
-376,227
time-decay-sensitive delta
IV surface range
39.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ALLE closed 4.3% below its gamma max of 160.82. It is 12.2% above the delta neutral price of 135.43. Total open interest is 8,968, +0.2% 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

← CLYM (#2156) CATO (#2158) →

Questions people ask about ALLE

Where is ALLE's gamma max today?

As of Oct 2, 2026, the gamma max for ALLE is 160.82, +4.3% from the 154.21 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 ALLE above or below its delta neutral price?

ALLE closed above delta neutral: 154.21 against a delta neutral price of 135.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALLE have?

8,968 contracts of open interest across 86 listed contracts on Oct 2, 2026, +0.2% 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.