Data through close

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

As of close · rank #1740 by open interest · snapshot page

AME's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 212.81, net GEX is 4,189,237, its put/call open-interest ratio is 0.30. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
251.93
prev 249.09
Gamma max
252.98
+0.4% from close
Delta neutral
229.66
-8.8% from close
Gamma neutral
212.81
-15.5% from close
Open interest
15,866
-0.1% vs prev
Contracts listed
120
84 calls · 62 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
240.00
-4.7% from close
2026-10-16
GEX flip
212.81
-15.5% from close
Net GEX
4,189,237
26,403,862 per 100k OI
Call wall
250.00
-0.8% from close
Put wall
240.00
-4.7% from close
Put/call OI
0.30
3,620 puts / 12,246 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
37.9
within trailing 52-week range
Front / back ATM IV
+25.1% / +28.1%
-3.0 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+3.6%
front-window midpoint premium
25Δ risk reversal
3.3 pp
put IV minus call IV
IV butterfly
1.0 pp
front-window smile convexity
Volume / open interest
0.03
536 contracts traded
Normalized net delta
0.296
option-holder convention
Modeled dealer delta
-0.296
opposite-side scenario
Vanna / 100k OI
1,664
volatility-sensitive delta
Charm / 100k OI
-5,074,795
time-decay-sensitive delta
IV surface range
58.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AME closed 0.4% below its gamma max of 252.98. It is 8.8% above the delta neutral price of 229.66. Total open interest is 15,866, -0.1% 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

Questions people ask about AME

Where is AME's gamma max today?

As of Oct 2, 2026, the gamma max for AME is 252.98, +0.4% from the 251.93 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 AME above or below its delta neutral price?

AME closed above delta neutral: 251.93 against a delta neutral price of 229.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AME have?

15,866 contracts of open interest across 120 listed contracts on Oct 2, 2026, -0.1% 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.