Data through close

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

As of close · rank #473 by open interest · 481 sessions of history since Nov 1, 2024

ASPI's nearest-expiration max pain is 1.50 for 2026-10-09, net GEX is 1,892,002, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
2.91
prev 2.70
Gamma max
0.78
-73.1% from close
Delta neutral
1.55
-46.6% from close
Gamma neutral
2.91
0.0% from close
Open interest
160,044
-1.3% vs prev
Contracts listed
142
104 calls · 75 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
1.50
-48.5% from close
2026-10-09
GEX flip
–
Net GEX
1,892,002
1,182,176 per 100k OI
Call wall
10.00
+243.6% from close
Put wall
3.00
+3.1% from close
Put/call OI
0.18
24,223 puts / 135,821 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
59.0
cross-sectional score / 100
Directional score
38.0
relatively bullish positioning
IV rank
38.8
within trailing 52-week range
Front / back ATM IV
+88.0% / +91.1%
-3.1 pp front premium
Expected move
+12.2%
7 DTE · one standard deviation
ATM straddle / spot
+9.4%
front-window midpoint premium
25Δ risk reversal
-15.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
5,688 contracts traded
Normalized net delta
0.187
option-holder convention
Modeled dealer delta
-0.176
opposite-side scenario
Vanna / 100k OI
4,945
volatility-sensitive delta
Charm / 100k OI
-41,609
time-decay-sensitive delta
IV surface range
138.5 pp
published contour maximum minus minimum

Strongest relative signals: 7d expected move +12.2% · 25Δ risk reversal -15.8 pp

Download the complete dated analysis JSON .

ASPI closed 73.1% above its gamma max of 0.78. It is 46.6% above the delta neutral price of 1.55. Total open interest is 160,044, -1.3% versus the previous session. Its options catalyst-intensity score is 59.0 out of 100, led by 7d expected move +12.2%, 25Δ risk reversal -15.8 pp. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

ASPI call and put open interest changes
Measure Value
Call OI change, 1 session -726 contracts · -0.5%
Put OI change, 1 session -1,402 contracts · -5.5%
Call minus put OI growth, 1 session +4.9 pp
Call OI change, 5 sessions +3,881 contracts · +2.9%
Put OI change, 5 sessions -1,133 contracts · -4.5%
Call minus put OI growth, 5 sessions +7.4 pp
Daily call OI change surprise -0.06σ (252 prior changes)
Daily put OI change surprise -0.40σ (252 prior changes)
Daily call-minus-put growth surprise +1.29σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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What followed prior gamma-max crosses?

Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.

Crosses below gamma max 25 completed Day +10 paths · latest Aug 20, 2026
ASPI returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -28.0% -14.0% 0% +14.0% +28.0% Cross on Nov 11, 2024 Cross on Feb 12, 2025 Cross on Mar 3, 2025 Cross on Mar 6, 2025 Cross on Mar 10, 2025 Cross on Apr 15, 2025 Cross on May 19, 2025 Cross on May 27, 2025 Cross on Jun 13, 2025 Cross on Jul 31, 2025 Cross on Aug 8, 2025 Cross on Aug 15, 2025 Cross on Sep 2, 2025 Cross on Sep 30, 2025 Cross on Oct 16, 2025 Cross on Nov 10, 2025 Cross on Jan 26, 2026 Cross on Apr 20, 2026 Cross on May 15, 2026 Cross on May 27, 2026 Cross on Jun 3, 2026 Cross on Jun 5, 2026 Cross on Jun 23, 2026 Cross on Aug 17, 2026 Cross on Aug 20, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
ASPI historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 25 -1.5% -4.0% to +2.3% 40% -3.6% to +2.2% 0.0%
Day +2 25 -1.5% -5.1% to +3.2% 44% -4.6% to +2.6% 0.0%
Day +3 25 -3.7% -9.5% to -0.3% 24% -9.3% to -0.7% -0.7%
Day +4 25 -3.4% -10.9% to +1.2% 28% -9.1% to -0.1% -0.1%
Day +5 25 -2.1% -9.4% to +0.4% 32% -7.5% to +0.1% 0.0%
Day +6 25 -1.8% -11.1% to +3.5% 40% -5.3% to +2.8% 0.0%
Day +7 25 -3.4% -13.3% to +4.7% 36% -9.4% to +1.8% 0.0%
Day +8 25 -0.7% -6.8% to +1.9% 44% -5.6% to +1.2% 0.0%
Day +9 25 -3.1% -7.5% to +7.8% 40% -6.4% to +7.2% 0.0%
Day +10 25 -0.3% -8.8% to +8.5% 44% -7.8% to +5.5% 0.0%
Crosses above gamma max 18 completed Day +10 paths · latest Aug 19, 2026
ASPI returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -28.0% -14.0% 0% +14.0% +28.0% Cross on Nov 8, 2024 Cross on Mar 5, 2025 Cross on Mar 7, 2025 Cross on Apr 14, 2025 Cross on May 16, 2025 Cross on May 23, 2025 Cross on Jun 4, 2025 Cross on Aug 4, 2025 Cross on Aug 22, 2025 Cross on Jan 22, 2026 Cross on Apr 15, 2026 Cross on May 11, 2026 Cross on May 26, 2026 Cross on May 28, 2026 Cross on Jun 4, 2026 Cross on Jun 22, 2026 Cross on Aug 7, 2026 Cross on Aug 19, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
ASPI historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 18 -3.4% -6.8% to -0.1% 28% -5.7% to -0.9% -0.9%
Day +2 18 -2.4% -8.5% to +3.1% 39% -7.4% to +2.0% 0.0%
Day +3 18 -3.6% -9.6% to +5.6% 39% -6.8% to +3.0% 0.0%
Day +4 18 -4.8% -11.8% to -1.7% 17% -11.1% to -2.2% -2.2%
Day +5 18 -3.9% -14.7% to +2.0% 28% -14.3% to -0.5% -0.5%
Day +6 18 -8.6% -13.6% to -1.7% 22% -13.3% to -3.2% -3.2%
Day +7 18 -10.3% -15.0% to -1.3% 22% -14.8% to -3.6% -3.6%
Day +8 18 -9.2% -18.2% to -0.3% 28% -17.3% to -1.7% -1.7%
Day +9 18 -10.8% -15.5% to -2.9% 11% -12.2% to -3.9% -3.9%
Day +10 18 -8.3% -12.5% to -1.8% 22% -11.7% to -3.9% -3.9%

Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.

Last 252 sessions

ASPI trailing historical statistics
Sessions closed above gamma max 21%
Gamma max crosses 31
Delta neutral crosses 0
Prior-year sessions closer to gamma max 96.4% of 252
Prior-year sessions closer to delta neutral 77.8% of 252
Open interest percentile (1y) 12th
Daily open interest change versus prior year -0.14σ (-2,128 contracts; 252 prior changes)
Open interest change, 5 sessions +1.7%
Open interest change, 21 sessions -1.5%
History available Nov 1, 2024 → Oct 2, 2026

Recent crosses

  1. closed above gamma max at 3.18 vs 0.59 (+81.4%)
  2. closed below gamma max at 3.18 vs 4.56 (-43.5%)
  3. closed above gamma max at 3.24 vs 0.62 (+80.8%)
  4. closed below gamma max at 3.95 vs 4.04 (-2.2%)
  5. closed above gamma max at 4.09 vs 4.01 (+2.0%)
  6. closed below gamma max at 4.02 vs 4.25 (-5.8%)
  7. closed above gamma max at 4.44 vs 4.22 (+5.0%)
  8. closed below gamma max at 4.29 vs 5.01 (-16.7%)
  9. closed above gamma max at 3.78 vs 2.00 (+47.0%)
  10. closed below gamma max at 4.05 vs 6.05 (-49.4%)

In today's screens

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Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/ASPI

Questions people ask about ASPI

Where is ASPI's gamma max today?

As of Oct 2, 2026, the gamma max for ASPI is 0.78, -73.1% from the 2.91 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 ASPI above or below its delta neutral price?

ASPI closed above delta neutral: 2.91 against a delta neutral price of 1.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ASPI have?

160,044 contracts of open interest across 142 listed contracts on Oct 2, 2026, -1.3% 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.