Data through close

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

As of close · rank #3114 by open interest · snapshot page

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AMAU's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 8.77, net GEX is 71,910, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.11
prev 16.41
Gamma max
14.83
-13.3% from close
Delta neutral
11.85
-30.7% from close
Gamma neutral
8.77
-48.8% from close
Open interest
2,306
-1.0% vs prev
Contracts listed
91
63 calls · 53 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
13.00
-24.0% from close
2026-10-16
GEX flip
8.77
-48.8% from close
Net GEX
71,910
3,118,398 per 100k OI
Call wall
15.00
-12.3% from close
Put wall
20.00
+16.9% from close
Put/call OI
0.40
655 puts / 1,651 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
37.7
within trailing 52-week range
Front / back ATM IV
+125.5% / +114.5%
11.0 pp front premium
Expected move
+24.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
63.9 pp
put IV minus call IV
IV butterfly
14.9 pp
front-window smile convexity
Volume / open interest
0.11
261 contracts traded
Normalized net delta
0.416
option-holder convention
Modeled dealer delta
-0.411
opposite-side scenario
Vanna / 100k OI
-434
volatility-sensitive delta
Charm / 100k OI
-1,065,438
time-decay-sensitive delta
IV surface range
62.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMAU closed 13.3% above its gamma max of 14.83. It is 30.7% above the delta neutral price of 11.85. Total open interest is 2,306, -1.0% 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

← PLTG (#3113) QPUX (#3115) →

Questions people ask about AMAU

Where is AMAU's gamma max today?

As of Oct 2, 2026, the gamma max for AMAU is 14.83, -13.3% from the 17.11 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 AMAU above or below its delta neutral price?

AMAU closed above delta neutral: 17.11 against a delta neutral price of 11.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMAU have?

2,306 contracts of open interest across 91 listed contracts on Oct 2, 2026, -1.0% 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.