Data through close

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

As of close · rank #3183 by open interest · snapshot page

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ANAB's nearest-expiration max pain is 55.00 for 2026-10-16, net GEX is 5,595, its put/call open-interest ratio is 1.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.53
prev 48.63
Gamma max
65.06
+34.1% from close
Delta neutral
47.83
-1.4% from close
Gamma neutral
48.53
0.0% from close
Open interest
2,055
+2.1% vs prev
Contracts listed
50
34 calls · 21 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
55.00
+13.3% from close
2026-10-16
GEX flip
–
Net GEX
5,595
272,250 per 100k OI
Call wall
55.00
+13.3% from close
Put wall
40.00
-17.6% from close
Put/call OI
1.08
1,067 puts / 988 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
68.1
within trailing 52-week range
Front / back ATM IV
+71.9% / +79.1%
-7.2 pp front premium
Expected move
+14.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
13.3 pp
put IV minus call IV
IV butterfly
2.6 pp
front-window smile convexity
Volume / open interest
0.00
9 contracts traded
Normalized net delta
0.011
option-holder convention
Modeled dealer delta
-0.011
opposite-side scenario
Vanna / 100k OI
4,720
volatility-sensitive delta
Charm / 100k OI
-396,642
time-decay-sensitive delta
IV surface range
27.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ANAB closed 34.1% below its gamma max of 65.06. It is 1.4% above the delta neutral price of 47.83. Total open interest is 2,055, +2.1% 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

← CRDL (#3182) AQN (#3184) →

Questions people ask about ANAB

Where is ANAB's gamma max today?

As of Oct 2, 2026, the gamma max for ANAB is 65.06, +34.1% from the 48.53 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 ANAB above or below its delta neutral price?

ANAB closed above delta neutral: 48.53 against a delta neutral price of 47.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ANAB have?

2,055 contracts of open interest across 50 listed contracts on Oct 2, 2026, +2.1% 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.