Data through close

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

As of close · rank #3698 by open interest · snapshot page

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AMX's nearest-expiration max pain is 23.00 for 2026-10-16, its GEX flip is 26.61, net GEX is -38,228, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
21.29
prev 20.73
Gamma max
15.88
-25.4% from close
Delta neutral
21.92
+3.0% from close
Gamma neutral
26.61
+25.0% from close
Open interest
984
-0.9% vs prev
Contracts listed
51
33 calls · 22 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
23.00
+8.0% from close
2026-10-16
GEX flip
26.61
+25.0% from close
Net GEX
-38,228
-3,885,004 per 100k OI
Call wall
23.00
+8.0% from close
Put wall
21.00
-1.4% from close
Put/call OI
0.71
408 puts / 576 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
23.5
within trailing 52-week range
Front / back ATM IV
+37.2% / +31.3%
5.9 pp front premium
Expected move
+7.3%
14 DTE · one standard deviation
ATM straddle / spot
+8.3%
front-window midpoint premium
25Δ risk reversal
-95.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
2.46
2,419 contracts traded
Normalized net delta
-0.053
option-holder convention
Modeled dealer delta
0.050
opposite-side scenario
Vanna / 100k OI
711
volatility-sensitive delta
Charm / 100k OI
-68,496
time-decay-sensitive delta
IV surface range
160.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMX closed 25.4% above its gamma max of 15.88. It is 3.0% below the delta neutral price of 21.92. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 984, -0.9% 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

← MEME (#3697) PSIL (#3699) →

Questions people ask about AMX

Where is AMX's gamma max today?

As of Oct 2, 2026, the gamma max for AMX is 15.88, -25.4% from the 21.29 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 AMX above or below its delta neutral price?

AMX closed below delta neutral: 21.29 against a delta neutral price of 21.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMX have?

984 contracts of open interest across 51 listed contracts on Oct 2, 2026, -0.9% 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.