AUR max pain, gamma exposure (GEX) & options open interest
As of close · rank #181 by open interest · 949 sessions of history since Nov 4, 2021
AUR's nearest-expiration max pain is 5.00 for 2026-10-09, net GEX is 24,709,619, its put/call open-interest ratio is 0.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 94 · 7d expected move +9.7% · 25Δ risk reversal 13.5 pp
AUR closed 13.6% below its gamma max of 6.44. It is 45.4% above the delta neutral price of 3.09. Total open interest is 569,939, -1.9% versus the previous session. Its options catalyst-intensity score is 49.0 out of 100, led by IV rank 94, 7d expected move +9.7%, 25Δ risk reversal 13.5 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.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -7,122 contracts · -1.4% |
| Put OI change, 1 session | -3,963 contracts · -5.2% |
| Call minus put OI growth, 1 session | +3.8 pp |
| Call OI change, 5 sessions | +13,584 contracts · +2.8% |
| Put OI change, 5 sessions | +10,497 contracts · +16.9% |
| Call minus put OI growth, 5 sessions | -14.1 pp |
| Daily call OI change surprise | -0.81σ (252 prior changes) |
| Daily put OI change surprise | -1.37σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.95σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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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 23 completed Day +10 paths · latest Aug 5, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 23 | +0.2% | -4.0% to +4.4% | 52% | -2.5% to +4.0% | 0.0% |
| Day +2 | 23 | -0.4% | -5.8% to +5.9% | 48% | -4.8% to +4.0% | 0.0% |
| Day +3 | 23 | +1.6% | -4.4% to +6.8% | 57% | -2.6% to +6.4% | 0.0% |
| Day +4 | 23 | +1.4% | -5.3% to +3.4% | 52% | -5.0% to +2.7% | 0.0% |
| Day +5 | 23 | +0.3% | -4.4% to +4.5% | 57% | -4.0% to +3.6% | 0.0% |
| Day +6 | 23 | -1.5% | -7.0% to +7.1% | 43% | -3.1% to +2.2% | 0.0% |
| Day +7 | 23 | -1.9% | -7.5% to +11.1% | 43% | -6.5% to +8.5% | 0.0% |
| Day +8 | 23 | -2.0% | -8.5% to +8.5% | 48% | -7.4% to +4.9% | 0.0% |
| Day +9 | 23 | -2.9% | -9.9% to +5.7% | 43% | -8.1% to +4.4% | 0.0% |
| Day +10 | 23 | -5.3% | -9.5% to +5.8% | 43% | -8.4% to +3.8% | 0.0% |
Crosses above gamma max 26 completed Day +10 paths · latest Aug 4, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 26 | -1.2% | -4.4% to +0.6% | 27% | -4.0% to 0.0% | 0.0% |
| Day +2 | 26 | -1.8% | -5.3% to +1.2% | 38% | -4.0% to +0.8% | 0.0% |
| Day +3 | 26 | -3.3% | -6.3% to +3.3% | 27% | -6.1% to -1.5% | -1.5% |
| Day +4 | 26 | -1.8% | -6.6% to +4.1% | 42% | -5.4% to +2.2% | 0.0% |
| Day +5 | 26 | -3.0% | -10.0% to +6.6% | 38% | -6.9% to +2.1% | 0.0% |
| Day +6 | 26 | -1.8% | -8.8% to +11.5% | 46% | -5.2% to +5.1% | 0.0% |
| Day +7 | 26 | -1.8% | -9.9% to +6.7% | 50% | -8.2% to +4.3% | 0.0% |
| Day +8 | 26 | -5.7% | -13.4% to +8.5% | 38% | -12.0% to +4.2% | 0.0% |
| Day +9 | 26 | -3.7% | -14.4% to +4.7% | 38% | -8.5% to +2.5% | 0.0% |
| Day +10 | 26 | -4.4% | -14.8% to +7.6% | 46% | -13.7% to +3.0% | 0.0% |
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
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 66.3% of 252 |
| Prior-year sessions closer to delta neutral | 48.0% of 252 |
| Open interest percentile (1y) | 99th |
| Daily open interest change versus prior year | -1.01σ (-11,085 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +4.4% |
| Open interest change, 21 sessions | +11.2% |
| History available | Nov 4, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 6.69 vs 6.94 (-3.8%)
- closed above gamma max at 7.23 vs 7.20 (+0.4%)
- closed below gamma max at 6.63 vs 7.19 (-8.4%)
- closed above gamma max at 7.07 vs 7.00 (+1.0%)
- closed below gamma max at 6.26 vs 6.65 (-6.2%)
- closed above gamma max at 6.14 vs 6.09 (+0.8%)
- closed below gamma max at 6.41 vs 6.45 (-0.7%)
- closed above gamma max at 6.13 vs 6.08 (+0.7%)
- closed below gamma max at 5.97 vs 6.08 (-1.8%)
- closed above gamma max at 7.09 vs 6.97 (+1.6%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/AUR
Questions people ask about AUR
Where is AUR's gamma max today?
As of Oct 2, 2026, the gamma max for AUR is 6.44, +13.6% from the 5.67 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 AUR above or below its delta neutral price?
AUR closed above delta neutral: 5.67 against a delta neutral price of 3.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AUR have?
569,939 contracts of open interest across 234 listed contracts on Oct 2, 2026, -1.9% 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.