Data through close

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

As of close · rank #2011 by open interest · snapshot page

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AON's nearest-expiration max pain is 300.00 for 2026-10-16, its GEX flip is 309.47, net GEX is -769,800, its put/call open-interest ratio is 0.86. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
269.45
prev 275.95
Gamma max
371.61
+37.9% from close
Delta neutral
296.73
+10.1% from close
Gamma neutral
309.47
+14.9% from close
Open interest
11,092
+0.1% vs prev
Contracts listed
184
115 calls · 77 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
300.00
+11.3% from close
2026-10-16
GEX flip
309.47
+14.9% from close
Net GEX
-769,800
-6,940,133 per 100k OI
Call wall
290.00
+7.6% from close
Put wall
280.00
+3.9% from close
Put/call OI
0.86
5,125 puts / 5,967 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
39.6
within trailing 52-week range
Front / back ATM IV
+28.3% / +32.2%
-3.9 pp front premium
Expected move
+5.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
-0.2 pp
put IV minus call IV
IV butterfly
-0.6 pp
front-window smile convexity
Volume / open interest
0.07
745 contracts traded
Normalized net delta
-0.212
option-holder convention
Modeled dealer delta
0.212
opposite-side scenario
Vanna / 100k OI
1,488
volatility-sensitive delta
Charm / 100k OI
2,462,667
time-decay-sensitive delta
IV surface range
74.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AON closed 37.9% below its gamma max of 371.61. It is 10.1% below the delta neutral price of 296.73. Total open interest is 11,092, +0.1% 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

← VTR (#2010) QTUM (#2012) →

Questions people ask about AON

Where is AON's gamma max today?

As of Oct 2, 2026, the gamma max for AON is 371.61, +37.9% from the 269.45 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 AON above or below its delta neutral price?

AON closed below delta neutral: 269.45 against a delta neutral price of 296.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AON have?

11,092 contracts of open interest across 184 listed contracts on Oct 2, 2026, +0.1% 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.