Data through close

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

As of close · rank #1024 by open interest · snapshot page

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AM's nearest-expiration max pain is 22.00 for 2026-10-16, its GEX flip is 9.01, net GEX is 1,906,196, its put/call open-interest ratio is 0.43. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.36
prev 20.26
Gamma max
23.33
+14.6% from close
Delta neutral
19.11
-6.2% from close
Gamma neutral
9.01
-55.7% from close
Open interest
46,857
-0.0% vs prev
Contracts listed
102
75 calls · 51 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
22.00
+8.1% from close
2026-10-16
GEX flip
9.01
-55.7% from close
Net GEX
1,906,196
4,068,114 per 100k OI
Call wall
22.00
+8.1% from close
Put wall
20.00
-1.8% from close
Put/call OI
0.43
14,178 puts / 32,679 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
100.0
within trailing 52-week range
Front / back ATM IV
+25.9% / +27.2%
-1.3 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-82.9 pp
put IV minus call IV
IV butterfly
6.6 pp
front-window smile convexity
Volume / open interest
0.04
1,703 contracts traded
Normalized net delta
0.146
option-holder convention
Modeled dealer delta
-0.142
opposite-side scenario
Vanna / 100k OI
2,984
volatility-sensitive delta
Charm / 100k OI
-768,331
time-decay-sensitive delta
IV surface range
132.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AM closed 14.6% below its gamma max of 23.33. It is 6.2% above the delta neutral price of 19.11. Total open interest is 46,857, -0.0% 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

← SYF (#1023) GFI (#1025) →

Questions people ask about AM

Where is AM's gamma max today?

As of Oct 2, 2026, the gamma max for AM is 23.33, +14.6% from the 20.36 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 AM above or below its delta neutral price?

AM closed above delta neutral: 20.36 against a delta neutral price of 19.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AM have?

46,857 contracts of open interest across 102 listed contracts on Oct 2, 2026, -0.0% 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.