Data through close

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

As of close · rank #4405 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ASR's nearest-expiration max pain is 250.00 for 2026-10-16, net GEX is 11,039, its put/call open-interest ratio is 0.50. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
234.41
prev 231.39
Gamma max
253.53
+8.2% from close
Delta neutral
233.35
-0.5% from close
Gamma neutral
234.41
0.0% from close
Open interest
248
+6.0% vs prev
Contracts listed
61
37 calls · 25 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
250.00
+6.7% from close
2026-10-16
GEX flip
–
Net GEX
11,039
4,451,131 per 100k OI
Call wall
260.00
+10.9% from close
Put wall
270.00
+15.2% from close
Put/call OI
0.50
83 puts / 165 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
24.5
within trailing 52-week range
Front / back ATM IV
+39.1% / +37.8%
1.3 pp front premium
Expected move
+7.7%
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
0.01
3 contracts traded
Normalized net delta
0.021
option-holder convention
Modeled dealer delta
-0.021
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
2.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ASR closed 8.2% below its gamma max of 253.53. It is 0.5% above the delta neutral price of 233.35. Total open interest is 248, +6.0% 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

← STC (#4404) ROKT (#4406) →

Questions people ask about ASR

Where is ASR's gamma max today?

As of Oct 2, 2026, the gamma max for ASR is 253.53, +8.2% from the 234.41 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 ASR above or below its delta neutral price?

ASR closed above delta neutral: 234.41 against a delta neutral price of 233.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ASR have?

248 contracts of open interest across 61 listed contracts on Oct 2, 2026, +6.0% 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.