Data through close

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

As of close · rank #2621 by open interest · snapshot page

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AN's nearest-expiration max pain is 175.00 for 2026-10-16, its GEX flip is 202.78, net GEX is -951,324, its put/call open-interest ratio is 2.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
162.46
prev 164.99
Gamma max
234.36
+44.3% from close
Delta neutral
183.31
+12.8% from close
Gamma neutral
202.78
+24.8% from close
Open interest
4,656
+3.8% vs prev
Contracts listed
157
92 calls · 73 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
175.00
+7.7% from close
2026-10-16
GEX flip
202.78
+24.8% from close
Net GEX
-951,324
-20,432,222 per 100k OI
Call wall
180.00
+10.8% from close
Put wall
170.00
+4.6% from close
Put/call OI
2.73
3,407 puts / 1,249 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
24.1
within trailing 52-week range
Front / back ATM IV
+39.4% / +41.7%
-2.3 pp front premium
Expected move
+7.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-7.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
54 contracts traded
Normalized net delta
-0.365
option-holder convention
Modeled dealer delta
0.365
opposite-side scenario
Vanna / 100k OI
-644
volatility-sensitive delta
Charm / 100k OI
7,265,013
time-decay-sensitive delta
IV surface range
31.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AN closed 44.3% below its gamma max of 234.36. It is 12.8% below the delta neutral price of 183.31. Total open interest is 4,656, +3.8% 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

← SIGA (#2620) ISSC (#2622) →

Questions people ask about AN

Where is AN's gamma max today?

As of Oct 2, 2026, the gamma max for AN is 234.36, +44.3% from the 162.46 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 AN above or below its delta neutral price?

AN closed below delta neutral: 162.46 against a delta neutral price of 183.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AN have?

4,656 contracts of open interest across 157 listed contracts on Oct 2, 2026, +3.8% 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.