Data through close

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

As of close · rank #662 by open interest · snapshot page

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AU's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 102.81, net GEX is -2,041,940, its put/call open-interest ratio is 1.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
94.92
prev 94.20
Gamma max
118.05
+24.4% from close
Delta neutral
99.69
+5.0% from close
Gamma neutral
102.81
+8.3% from close
Open interest
93,649
+1.5% vs prev
Contracts listed
341
231 calls · 172 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
95.00
+0.1% from close
2026-10-16
GEX flip
102.81
+8.3% from close
Net GEX
-2,041,940
-2,180,419 per 100k OI
Call wall
90.00
-5.2% from close
Put wall
100.00
+5.4% from close
Put/call OI
1.55
56,977 puts / 36,672 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
26.4
within trailing 52-week range
Front / back ATM IV
+42.9% / +50.8%
-7.9 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
1.7 pp
put IV minus call IV
IV butterfly
6.1 pp
front-window smile convexity
Volume / open interest
0.00
456 contracts traded
Normalized net delta
-0.003
option-holder convention
Modeled dealer delta
0.003
opposite-side scenario
Vanna / 100k OI
3,464
volatility-sensitive delta
Charm / 100k OI
115,557
time-decay-sensitive delta
IV surface range
89.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AU closed 24.4% below its gamma max of 118.05. It is 5.0% below the delta neutral price of 99.69. Total open interest is 93,649, +1.5% 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

← CHYM (#661) ALHC (#663) →

Questions people ask about AU

Where is AU's gamma max today?

As of Oct 2, 2026, the gamma max for AU is 118.05, +24.4% from the 94.92 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 AU above or below its delta neutral price?

AU closed below delta neutral: 94.92 against a delta neutral price of 99.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AU have?

93,649 contracts of open interest across 341 listed contracts on Oct 2, 2026, +1.5% 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.