Data through close

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

As of close · rank #3592 by open interest · snapshot page

ASIX's nearest-expiration max pain is 17.50 for 2026-10-16, net GEX is 6,847, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.22
prev 15.98
Gamma max
21.48
+32.4% from close
Delta neutral
15.05
-7.2% from close
Gamma neutral
16.22
0.0% from close
Open interest
1,160
+0.1% vs prev
Contracts listed
32
22 calls · 17 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
17.50
+7.9% from close
2026-10-16
GEX flip
–
Net GEX
6,847
590,220 per 100k OI
Call wall
20.00
+23.3% from close
Put wall
17.50
+7.9% from close
Put/call OI
0.47
373 puts / 787 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
100.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-108.1 pp
put IV minus call IV
IV butterfly
-2.5 pp
front-window smile convexity
Volume / open interest
0.01
13 contracts traded
Normalized net delta
0.117
option-holder convention
Modeled dealer delta
-0.117
opposite-side scenario
Vanna / 100k OI
86
volatility-sensitive delta
Charm / 100k OI
-36,379
time-decay-sensitive delta
IV surface range
31.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ASIX closed 32.4% below its gamma max of 21.48. It is 7.2% above the delta neutral price of 15.05. Total open interest is 1,160, +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

Neighbours by open interest

Questions people ask about ASIX

Where is ASIX's gamma max today?

As of Oct 2, 2026, the gamma max for ASIX is 21.48, +32.4% from the 16.22 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 ASIX above or below its delta neutral price?

ASIX closed above delta neutral: 16.22 against a delta neutral price of 15.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ASIX have?

1,160 contracts of open interest across 32 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.