Data through close

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

As of close · rank #1273 by open interest · snapshot page

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ARR's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 14.26, net GEX is -419,593, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.59
prev 13.81
Gamma max
16.74
+23.2% from close
Delta neutral
14.47
+6.5% from close
Gamma neutral
14.26
+4.9% from close
Open interest
30,559
+1.7% vs prev
Contracts listed
108
68 calls · 64 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
15.00
+10.4% from close
2026-10-16
GEX flip
14.26
+4.9% from close
Net GEX
-419,593
-1,373,060 per 100k OI
Call wall
14.00
+3.0% from close
Put wall
14.00
+3.0% from close
Put/call OI
0.70
12,559 puts / 18,000 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
22.9
within trailing 52-week range
Front / back ATM IV
+34.8% / +28.1%
6.8 pp front premium
Expected move
+6.8%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
-162.9 pp
put IV minus call IV
IV butterfly
-5.7 pp
front-window smile convexity
Volume / open interest
0.02
682 contracts traded
Normalized net delta
-0.105
option-holder convention
Modeled dealer delta
0.103
opposite-side scenario
Vanna / 100k OI
4,706
volatility-sensitive delta
Charm / 100k OI
-126,467
time-decay-sensitive delta
IV surface range
121.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ARR closed 23.2% below its gamma max of 16.74. It is 6.5% below the delta neutral price of 14.47. Total open interest is 30,559, +1.7% 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

← CCOI (#1272) STT (#1274) →

Questions people ask about ARR

Where is ARR's gamma max today?

As of Oct 2, 2026, the gamma max for ARR is 16.74, +23.2% from the 13.59 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 ARR above or below its delta neutral price?

ARR closed below delta neutral: 13.59 against a delta neutral price of 14.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ARR have?

30,559 contracts of open interest across 108 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.