Data through close

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

As of close · rank #1008 by open interest · snapshot page

AMZU's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 33.68, net GEX is 479,298, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.59
prev 33.73
Gamma max
39.81
+15.1% from close
Delta neutral
32.30
-6.6% from close
Gamma neutral
33.68
-2.6% from close
Open interest
48,077
+0.9% vs prev
Contracts listed
327
200 calls · 172 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
35.00
+1.2% from close
2026-10-16
GEX flip
33.68
-2.6% from close
Net GEX
479,298
996,939 per 100k OI
Call wall
37.00
+7.0% from close
Put wall
35.00
+1.2% from close
Put/call OI
0.62
18,345 puts / 29,732 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
0.0
within trailing 52-week range
Front / back ATM IV
+54.6% / +73.0%
-18.4 pp front premium
Expected move
+10.7%
14 DTE · one standard deviation
ATM straddle / spot
+8.2%
front-window midpoint premium
25Δ risk reversal
5.0 pp
put IV minus call IV
IV butterfly
4.1 pp
front-window smile convexity
Volume / open interest
0.05
2,451 contracts traded
Normalized net delta
0.136
option-holder convention
Modeled dealer delta
-0.133
opposite-side scenario
Vanna / 100k OI
896
volatility-sensitive delta
Charm / 100k OI
175,240
time-decay-sensitive delta
IV surface range
33.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMZU closed 15.1% below its gamma max of 39.81. It is 6.6% above the delta neutral price of 32.30. Total open interest is 48,077, +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

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Neighbours by open interest

Questions people ask about AMZU

Where is AMZU's gamma max today?

As of Oct 2, 2026, the gamma max for AMZU is 39.81, +15.1% from the 34.59 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 AMZU above or below its delta neutral price?

AMZU closed above delta neutral: 34.59 against a delta neutral price of 32.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMZU have?

48,077 contracts of open interest across 327 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.