Data through close

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

As of close · rank #863 by open interest · snapshot page

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AMBA's nearest-expiration max pain is 69.00 for 2026-10-09, net GEX is 2,319,699, its put/call open-interest ratio is 0.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
68.65
prev 70.30
Gamma max
74.85
+9.0% from close
Delta neutral
64.71
-5.7% from close
Gamma neutral
68.65
0.0% from close
Open interest
63,332
-15.5% vs prev
Contracts listed
598
355 calls · 299 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
69.00
+0.5% from close
2026-10-09
GEX flip
–
Net GEX
2,319,699
3,662,760 per 100k OI
Call wall
70.00
+2.0% from close
Put wall
70.00
+2.0% from close
Put/call OI
0.67
25,518 puts / 37,814 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
81.6
within trailing 52-week range
Front / back ATM IV
+69.8% / +71.3%
-1.5 pp front premium
Expected move
+9.7%
7 DTE · one standard deviation
ATM straddle / spot
+6.6%
front-window midpoint premium
25Δ risk reversal
-33.8 pp
put IV minus call IV
IV butterfly
27.0 pp
front-window smile convexity
Volume / open interest
0.05
4,142 contracts traded
Normalized net delta
0.092
option-holder convention
Modeled dealer delta
-0.092
opposite-side scenario
Vanna / 100k OI
2,925
volatility-sensitive delta
Charm / 100k OI
-1,454,019
time-decay-sensitive delta
IV surface range
100.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMBA closed 9.0% below its gamma max of 74.85. It is 5.7% above the delta neutral price of 64.71. Total open interest is 63,332, -15.5% 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

← EGO (#862) FLEX (#864) →

Questions people ask about AMBA

Where is AMBA's gamma max today?

As of Oct 2, 2026, the gamma max for AMBA is 74.85, +9.0% from the 68.65 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 AMBA above or below its delta neutral price?

AMBA closed above delta neutral: 68.65 against a delta neutral price of 64.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMBA have?

63,332 contracts of open interest across 598 listed contracts on Oct 2, 2026, -15.5% 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.