Data through close

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

As of close · rank #2102 by open interest · snapshot page

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AMRC's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 17.98, net GEX is 205,291, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
21.57
prev 21.00
Gamma max
31.85
+47.7% from close
Delta neutral
19.58
-9.2% from close
Gamma neutral
17.98
-16.7% from close
Open interest
9,717
+0.1% vs prev
Contracts listed
57
34 calls · 26 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
20.00
-7.3% from close
2026-10-16
GEX flip
17.98
-16.7% from close
Net GEX
205,291
2,112,698 per 100k OI
Call wall
35.00
+62.3% from close
Put wall
17.50
-18.9% from close
Put/call OI
0.19
1,533 puts / 8,184 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
28.4
within trailing 52-week range
Front / back ATM IV
+65.1% / +87.5%
-22.4 pp front premium
Expected move
+12.8%
14 DTE · one standard deviation
ATM straddle / spot
+10.6%
front-window midpoint premium
25Δ risk reversal
-13.6 pp
put IV minus call IV
IV butterfly
-0.6 pp
front-window smile convexity
Volume / open interest
0.00
36 contracts traded
Normalized net delta
0.045
option-holder convention
Modeled dealer delta
-0.045
opposite-side scenario
Vanna / 100k OI
2,151
volatility-sensitive delta
Charm / 100k OI
-487,167
time-decay-sensitive delta
IV surface range
26.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMRC closed 47.7% below its gamma max of 31.85. It is 9.2% above the delta neutral price of 19.58. Total open interest is 9,717, +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

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Neighbours by open interest

← RAL (#2101) EWW (#2103) →

Questions people ask about AMRC

Where is AMRC's gamma max today?

As of Oct 2, 2026, the gamma max for AMRC is 31.85, +47.7% from the 21.57 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 AMRC above or below its delta neutral price?

AMRC closed above delta neutral: 21.57 against a delta neutral price of 19.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMRC have?

9,717 contracts of open interest across 57 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.