Data through close

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

As of close

ALNY's nearest-expiration max pain is 190.00 for the Fri, Nov 20, 2026 expiration, 15.1% above the 165.04 close; all-expiration max pain is 200.00; the GEX flip is 161.85; net GEX is 248.01K (modeled dollar-delta change per $1 move); the put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Nov 13, 2026 close.

ALNY max pain and GEX snapshot

End-of-day snapshot for . Nearest-expiration max pain uses the expiry shown on its card; GEX uses the whole chain. Missing values are unavailable, not zero.

Nearest-expiration max pain
190.00
+15.1% from close
Expiry: Fri, Nov 20, 2026
All-expiration max pain: 200.00
GEX flip (gamma neutral)
161.85
-1.9% from close
Net GEX
248,011
437,139 per 100k OI
Call wall
170.00
+3.0% from close
Put wall
155.00
-6.1% from close
Put/call OI
0.59
20,996 puts / 35,739 calls

Prices are in US dollars per share. Net GEX is modeled dollar-delta change per $1 underlying move. Max pain minimizes aggregate intrinsic payout for that expiration; it is not a closing-price forecast. Signed GEX uses calls positive and puts negative, a model convention rather than observed dealer inventory. The flip is a confirmed zero crossing; walls locate side-specific concentrations, not guaranteed support or resistance.

Learn how to read the max pain payout example, GEX chart, gamma flip and walls, and open interest versus trading volume.

Close
165.04
prev 156.65
Gamma max
253.55
+53.6% from close
Delta neutral
177.30
+7.4% from close
Gamma neutral (GEX flip)
161.85
-1.9% from close
Open interest
56,735
-0.6% vs prev
Contracts listed
469
284 calls · 215 puts

Advanced options analysis

Public aggregate 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
17.5
within trailing 52-week range
Front IV premium
4.1 pp
front minus back volatility difference
25Δ risk reversal
9.6 pp
put IV minus call IV
IV butterfly
10.3 pp
front-window smile convexity
Volume / open interest
0.18
10,186 contracts traded
Normalized net delta
-0.072
option-holder convention
Modeled dealer delta
0.072
opposite-side scenario
Vanna / 100k OI
1,831
volatility-sensitive delta
Charm / 100k OI
-201,574
time-decay-sensitive delta
IV surface range
111.2 pp
aggregate volatility dispersion

Download the dated aggregate analysis JSON .

ALNY closed 53.6% below its gamma max of 253.55. It is 7.4% below the delta neutral price of 177.30. Total open interest is 56,735, -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

Daily ticker aggregates through 2026-11-13. This analysis view omits individual contract fields.

To see all-expiration max pain over time, open the History chart and select “All-expiration max pain” under More series.

Aggregate IV history

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In today's screens

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Neighbours by open interest

Cite or embed this snapshot

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Canonical source: https://halfonadouble.com/stock/ALNY

Questions people ask about ALNY

What is ALNY's max pain for the nearest expiration?

As of Nov 13, 2026 close, nearest-expiration max pain is 190.00 for the Fri, Nov 20, 2026 expiration. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.

Our 2025 max-pain study compares historical Thursday levels with Friday underlying closes and an unchanged-price baseline. Its scope and results are separate from this current ticker snapshot.

What do ALNY's gamma exposure and gamma flip show?

Signed net GEX is 248,011 as of Nov 13, 2026 close. The confirmed GEX flip is 161.85. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.

Where is ALNY's gamma max today?

As of Nov 13, 2026, the gamma max for ALNY is 253.55, +53.6% from the 165.04 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: 165.04 against a delta neutral price of 177.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALNY have?

56,735 contracts of open interest across 469 listed contracts on Nov 13, 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.