Data through close

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

As of close · rank #761 by open interest · snapshot page

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ALLY's nearest-expiration max pain is 38.00 for 2026-10-16, its GEX flip is 35.10, net GEX is 5,956,835, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.91
prev 37.65
Gamma max
38.60
+1.8% from close
Delta neutral
38.10
+0.5% from close
Gamma neutral
35.10
-7.4% from close
Open interest
77,646
+2.2% vs prev
Contracts listed
221
126 calls · 110 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
38.00
+0.2% from close
2026-10-16
GEX flip
35.10
-7.4% from close
Net GEX
5,956,835
7,671,786 per 100k OI
Call wall
38.00
+0.2% from close
Put wall
38.00
+0.2% from close
Put/call OI
0.85
35,681 puts / 41,965 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
25.5
within trailing 52-week range
Front / back ATM IV
+29.6% / +33.3%
-3.7 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
-109.3 pp
put IV minus call IV
IV butterfly
2.4 pp
front-window smile convexity
Volume / open interest
0.01
947 contracts traded
Normalized net delta
-0.020
option-holder convention
Modeled dealer delta
0.020
opposite-side scenario
Vanna / 100k OI
2,139
volatility-sensitive delta
Charm / 100k OI
-911,127
time-decay-sensitive delta
IV surface range
127.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ALLY closed 1.8% below its gamma max of 38.60. It is 0.5% below the delta neutral price of 38.10. Total open interest is 77,646, +2.2% 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

← TWLO (#760) TD (#762) →

Questions people ask about ALLY

Where is ALLY's gamma max today?

As of Oct 2, 2026, the gamma max for ALLY is 38.60, +1.8% from the 37.91 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 ALLY above or below its delta neutral price?

ALLY closed below delta neutral: 37.91 against a delta neutral price of 38.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALLY have?

77,646 contracts of open interest across 221 listed contracts on Oct 2, 2026, +2.2% 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.