Data through close

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

As of close · rank #3960 by open interest · snapshot page

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ALRM's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 40.63, net GEX is 91,141, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.68
prev 54.86
Gamma max
56.99
+4.2% from close
Delta neutral
47.04
-14.0% from close
Gamma neutral
40.63
-25.7% from close
Open interest
595
+6.8% vs prev
Contracts listed
43
26 calls · 19 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
50.00
-8.6% from close
2026-10-16
GEX flip
40.63
-25.7% from close
Net GEX
91,141
15,317,897 per 100k OI
Call wall
60.00
+9.7% from close
Put wall
47.50
-13.1% from close
Put/call OI
0.27
125 puts / 470 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
3.1
within trailing 52-week range
Front / back ATM IV
+36.7% / +33.1%
3.6 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-1.5 pp
front-window smile convexity
Volume / open interest
0.04
21 contracts traded
Normalized net delta
0.252
option-holder convention
Modeled dealer delta
-0.252
opposite-side scenario
Vanna / 100k OI
2,017
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
62.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ALRM closed 4.2% below its gamma max of 56.99. It is 14.0% above the delta neutral price of 47.04. Total open interest is 595, +6.8% 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

← NSIT (#3959) BUZZ (#3961) →

Questions people ask about ALRM

Where is ALRM's gamma max today?

As of Oct 2, 2026, the gamma max for ALRM is 56.99, +4.2% from the 54.68 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 ALRM above or below its delta neutral price?

ALRM closed above delta neutral: 54.68 against a delta neutral price of 47.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ALRM have?

595 contracts of open interest across 43 listed contracts on Oct 2, 2026, +6.8% 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.