Data through close

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

As of close · rank #4145 by open interest · snapshot page

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AORT's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 13.76, net GEX is 25,461, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.31
prev 21.93
Gamma max
24.74
+10.9% from close
Delta neutral
19.06
-14.6% from close
Gamma neutral
13.76
-38.3% from close
Open interest
431
+1.7% vs prev
Contracts listed
37
22 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
25.00
+12.1% from close
2026-10-16
GEX flip
13.76
-38.3% from close
Net GEX
25,461
5,907,429 per 100k OI
Call wall
25.00
+12.1% from close
Put wall
25.00
+12.1% from close
Put/call OI
0.25
87 puts / 344 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
52.3
within trailing 52-week range
Front / back ATM IV
+115.2% / +62.6%
52.6 pp front premium
Expected move
+22.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.156
option-holder convention
Modeled dealer delta
-0.156
opposite-side scenario
Vanna / 100k OI
928
volatility-sensitive delta
Charm / 100k OI
-2,115,777
time-decay-sensitive delta
IV surface range
44.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AORT closed 10.9% below its gamma max of 24.74. It is 14.6% above the delta neutral price of 19.06. Total open interest is 431, +1.7% 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

← SOHU (#4144) INFU (#4146) →

Questions people ask about AORT

Where is AORT's gamma max today?

As of Oct 2, 2026, the gamma max for AORT is 24.74, +10.9% from the 22.31 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 AORT above or below its delta neutral price?

AORT closed above delta neutral: 22.31 against a delta neutral price of 19.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AORT have?

431 contracts of open interest across 37 listed contracts on Oct 2, 2026, +1.7% 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.