Data through close

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

As of close · rank #2575 by open interest · snapshot page

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AMBQ's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 42.30, net GEX is 698,287, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
68.18
prev 69.15
Gamma max
67.81
-0.5% from close
Delta neutral
54.51
-20.0% from close
Gamma neutral
42.30
-38.0% from close
Open interest
4,997
+0.2% vs prev
Contracts listed
111
75 calls · 52 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
70.00
+2.7% from close
2026-10-16
GEX flip
42.30
-38.0% from close
Net GEX
698,287
13,974,115 per 100k OI
Call wall
70.00
+2.7% from close
Put wall
70.00
+2.7% from close
Put/call OI
0.23
920 puts / 4,077 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
46.7
within trailing 52-week range
Front / back ATM IV
+77.1% / +85.3%
-8.2 pp front premium
Expected move
+15.1%
14 DTE · one standard deviation
ATM straddle / spot
+12.5%
front-window midpoint premium
25Δ risk reversal
-16.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
141 contracts traded
Normalized net delta
0.322
option-holder convention
Modeled dealer delta
-0.322
opposite-side scenario
Vanna / 100k OI
1,021
volatility-sensitive delta
Charm / 100k OI
-10,001,241
time-decay-sensitive delta
IV surface range
24.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMBQ closed 0.5% above its gamma max of 67.81. It is 20.0% above the delta neutral price of 54.51. Total open interest is 4,997, +0.2% 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

Neighbours by open interest

← PRE (#2574) STTK (#2576) →

Questions people ask about AMBQ

Where is AMBQ's gamma max today?

As of Oct 2, 2026, the gamma max for AMBQ is 67.81, -0.5% from the 68.18 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 AMBQ above or below its delta neutral price?

AMBQ closed above delta neutral: 68.18 against a delta neutral price of 54.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMBQ have?

4,997 contracts of open interest across 111 listed contracts on Oct 2, 2026, +0.2% 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.