Data through close

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

As of close · rank #3469 by open interest · snapshot page

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ANRO's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 17.39, net GEX is 5,490, its put/call open-interest ratio is 0.81. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.80
prev 25.31
Gamma max
36.81
+48.4% from close
Delta neutral
23.25
-6.3% from close
Gamma neutral
17.39
-29.9% from close
Open interest
1,386
-3.1% vs prev
Contracts listed
41
25 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
25.00
+0.8% from close
2026-10-16
GEX flip
17.39
-29.9% from close
Net GEX
5,490
396,078 per 100k OI
Call wall
30.00
+21.0% from close
Put wall
25.00
+0.8% from close
Put/call OI
0.81
621 puts / 765 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
59.7
within trailing 52-week range
Front / back ATM IV
+133.8% / +76.4%
57.4 pp front premium
Expected move
+26.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-160.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
9 contracts traded
Normalized net delta
0.012
option-holder convention
Modeled dealer delta
-0.012
opposite-side scenario
Vanna / 100k OI
1,587
volatility-sensitive delta
Charm / 100k OI
-4,918,398
time-decay-sensitive delta
IV surface range
88.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ANRO closed 48.4% below its gamma max of 36.81. It is 6.3% above the delta neutral price of 23.25. Total open interest is 1,386, -3.1% 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

← GRBK (#3468) RS (#3470) →

Questions people ask about ANRO

Where is ANRO's gamma max today?

As of Oct 2, 2026, the gamma max for ANRO is 36.81, +48.4% from the 24.80 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 ANRO above or below its delta neutral price?

ANRO closed above delta neutral: 24.80 against a delta neutral price of 23.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ANRO have?

1,386 contracts of open interest across 41 listed contracts on Oct 2, 2026, -3.1% 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.