Data through close

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

As of close · rank #3982 by open interest · snapshot page

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ANDE's nearest-expiration max pain is 65.00 for 2026-10-16, its GEX flip is 62.44, net GEX is 40,024, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
67.72
prev 65.49
Gamma max
74.25
+9.6% from close
Delta neutral
62.79
-7.3% from close
Gamma neutral
62.44
-7.8% from close
Open interest
580
+0.2% vs prev
Contracts listed
49
31 calls · 19 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
65.00
-4.0% from close
2026-10-16
GEX flip
62.44
-7.8% from close
Net GEX
40,024
6,900,765 per 100k OI
Call wall
70.00
+3.4% from close
Put wall
60.00
-11.4% from close
Put/call OI
0.39
164 puts / 416 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
2.1
within trailing 52-week range
Front / back ATM IV
+31.9% / +40.8%
-9.0 pp front premium
Expected move
+6.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
23.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.09
51 contracts traded
Normalized net delta
0.113
option-holder convention
Modeled dealer delta
-0.113
opposite-side scenario
Vanna / 100k OI
2,241
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
38.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ANDE closed 9.6% below its gamma max of 74.25. It is 7.3% above the delta neutral price of 62.79. Total open interest is 580, +0.2% 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

← SLGN (#3981) ARCB (#3983) →

Questions people ask about ANDE

Where is ANDE's gamma max today?

As of Oct 2, 2026, the gamma max for ANDE is 74.25, +9.6% from the 67.72 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 ANDE above or below its delta neutral price?

ANDE closed above delta neutral: 67.72 against a delta neutral price of 62.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ANDE have?

580 contracts of open interest across 49 listed contracts on Oct 2, 2026, +0.2% 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.