Data through close

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

As of close · rank #4163 by open interest · snapshot page

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AMZW's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 139.89, net GEX is -48,525, its put/call open-interest ratio is 12.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.63
prev 34.01
Gamma max
48.00
+38.6% from close
Delta neutral
50.41
+45.6% from close
Gamma neutral
139.89
+304.0% from close
Open interest
415
-1.0% vs prev
Contracts listed
30
16 calls · 15 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
+1.1% from close
2026-10-16
GEX flip
139.89
+304.0% from close
Net GEX
-48,525
-11,692,778 per 100k OI
Call wall
36.00
+4.0% from close
Put wall
31.00
-10.5% from close
Put/call OI
12.39
384 puts / 31 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
+33.0% / +33.4%
-0.4 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
3 contracts traded
Normalized net delta
-0.334
option-holder convention
Modeled dealer delta
0.334
opposite-side scenario
Vanna / 100k OI
5,060
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
10.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AMZW closed 38.6% below its gamma max of 48.00. It is 45.6% below the delta neutral price of 50.41. Total open interest is 415, -1.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← RPG (#4162) PRNT (#4164) →

Questions people ask about AMZW

Where is AMZW's gamma max today?

As of Oct 2, 2026, the gamma max for AMZW is 48.00, +38.6% from the 34.63 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 AMZW above or below its delta neutral price?

AMZW closed below delta neutral: 34.63 against a delta neutral price of 50.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AMZW have?

415 contracts of open interest across 30 listed contracts on Oct 2, 2026, -1.0% 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.