Data through close

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

As of close · rank #1404 by open interest · snapshot page

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AMSC's nearest-expiration max pain is 31.00 for 2026-10-16, its GEX flip is 22.93, net GEX is 821,818, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.01
prev 29.50
Gamma max
34.45
+14.8% from close
Delta neutral
27.47
-8.5% from close
Gamma neutral
22.93
-23.6% from close
Open interest
25,137
+0.4% vs prev
Contracts listed
206
124 calls · 97 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
31.00
+3.3% from close
2026-10-16
GEX flip
22.93
-23.6% from close
Net GEX
821,818
3,269,355 per 100k OI
Call wall
35.00
+16.6% from close
Put wall
30.00
-0.0% from close
Put/call OI
0.39
7,015 puts / 18,122 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
48.8
within trailing 52-week range
Front / back ATM IV
+62.3% / +77.7%
-15.3 pp front premium
Expected move
+12.2%
14 DTE · one standard deviation
ATM straddle / spot
+9.3%
front-window midpoint premium
25Δ risk reversal
-2.5 pp
put IV minus call IV
IV butterfly
-2.8 pp
front-window smile convexity
Volume / open interest
0.02
484 contracts traded
Normalized net delta
0.098
option-holder convention
Modeled dealer delta
-0.098
opposite-side scenario
Vanna / 100k OI
3,119
volatility-sensitive delta
Charm / 100k OI
-1,329,375
time-decay-sensitive delta
IV surface range
69.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMSC closed 14.8% below its gamma max of 34.45. It is 8.5% above the delta neutral price of 27.47. Total open interest is 25,137, +0.4% 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

← AVL (#1403) FIGS (#1405) →

Questions people ask about AMSC

Where is AMSC's gamma max today?

As of Oct 2, 2026, the gamma max for AMSC is 34.45, +14.8% from the 30.01 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 AMSC above or below its delta neutral price?

AMSC closed above delta neutral: 30.01 against a delta neutral price of 27.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMSC have?

25,137 contracts of open interest across 206 listed contracts on Oct 2, 2026, +0.4% 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.