Data through close

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

As of close · rank #3118 by open interest · snapshot page

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ATO's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 142.03, net GEX is 628,940, its put/call open-interest ratio is 0.28. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
157.17
prev 156.36
Gamma max
160.37
+2.0% from close
Delta neutral
154.97
-1.4% from close
Gamma neutral
142.03
-9.6% from close
Open interest
2,299
+0.7% vs prev
Contracts listed
75
44 calls · 33 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
160.00
+1.8% from close
2026-10-16
GEX flip
142.03
-9.6% from close
Net GEX
628,940
27,357,114 per 100k OI
Call wall
160.00
+1.8% from close
Put wall
160.00
+1.8% from close
Put/call OI
0.28
498 puts / 1,801 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
32.0
within trailing 52-week range
Front / back ATM IV
+23.1% / +19.7%
3.5 pp front premium
Expected move
+4.5%
14 DTE · one standard deviation
ATM straddle / spot
+3.1%
front-window midpoint premium
25Δ risk reversal
-9.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
27 contracts traded
Normalized net delta
0.066
option-holder convention
Modeled dealer delta
-0.066
opposite-side scenario
Vanna / 100k OI
2,131
volatility-sensitive delta
Charm / 100k OI
-2,513,832
time-decay-sensitive delta
IV surface range
93.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ATO closed 2.0% below its gamma max of 160.37. It is 1.4% above the delta neutral price of 154.97. Total open interest is 2,299, +0.7% 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

← CMCL (#3117) ALXO (#3119) →

Questions people ask about ATO

Where is ATO's gamma max today?

As of Oct 2, 2026, the gamma max for ATO is 160.37, +2.0% from the 157.17 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 ATO above or below its delta neutral price?

ATO closed above delta neutral: 157.17 against a delta neutral price of 154.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ATO have?

2,299 contracts of open interest across 75 listed contracts on Oct 2, 2026, +0.7% 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.