Data through close

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

As of close · rank #1162 by open interest · snapshot page

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ALNY's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 212.31, net GEX is 237,080, its put/call open-interest ratio is 0.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
219.72
prev 231.04
Gamma max
268.75
+22.3% from close
Delta neutral
237.90
+8.3% from close
Gamma neutral
212.31
-3.4% from close
Open interest
37,529
+0.6% vs prev
Contracts listed
342
208 calls · 168 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
+9.2% from close
2026-10-16
GEX flip
212.31
-3.4% from close
Net GEX
237,080
631,726 per 100k OI
Call wall
280.00
+27.4% from close
Put wall
220.00
+0.1% from close
Put/call OI
0.64
14,662 puts / 22,867 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
19.8
within trailing 52-week range
Front / back ATM IV
+46.2% / +53.9%
-7.7 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
-3.6 pp
put IV minus call IV
IV butterfly
11.6 pp
front-window smile convexity
Volume / open interest
0.04
1,532 contracts traded
Normalized net delta
-0.077
option-holder convention
Modeled dealer delta
0.077
opposite-side scenario
Vanna / 100k OI
3,048
volatility-sensitive delta
Charm / 100k OI
136,449
time-decay-sensitive delta
IV surface range
63.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ALNY closed 22.3% below its gamma max of 268.75. It is 8.3% below the delta neutral price of 237.90. Total open interest is 37,529, +0.6% 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

← TRX (#1161) ARWR (#1163) →

Questions people ask about ALNY

Where is ALNY's gamma max today?

As of Oct 2, 2026, the gamma max for ALNY is 268.75, +22.3% from the 219.72 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 ALNY above or below its delta neutral price?

ALNY closed below delta neutral: 219.72 against a delta neutral price of 237.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALNY have?

37,529 contracts of open interest across 342 listed contracts on Oct 2, 2026, +0.6% 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.