Data through close

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

As of close · rank #879 by open interest · snapshot page

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AVAV's nearest-expiration max pain is 150.00 for 2026-10-09, its GEX flip is 145.69, net GEX is -603,591, its put/call open-interest ratio is 0.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
140.82
prev 140.31
Gamma max
173.65
+23.3% from close
Delta neutral
149.97
+6.5% from close
Gamma neutral
145.69
+3.5% from close
Open interest
60,844
-5.8% vs prev
Contracts listed
657
397 calls · 309 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
150.00
+6.5% from close
2026-10-09
GEX flip
145.69
+3.5% from close
Net GEX
-603,591
-992,031 per 100k OI
Call wall
150.00
+6.5% from close
Put wall
140.00
-0.6% from close
Put/call OI
0.79
26,935 puts / 33,909 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
64.8
within trailing 52-week range
Front / back ATM IV
+60.2% / +58.2%
2.0 pp front premium
Expected move
+8.3%
7 DTE · one standard deviation
ATM straddle / spot
+6.1%
front-window midpoint premium
25Δ risk reversal
-6.8 pp
put IV minus call IV
IV butterfly
-2.7 pp
front-window smile convexity
Volume / open interest
0.09
5,781 contracts traded
Normalized net delta
-0.068
option-holder convention
Modeled dealer delta
0.068
opposite-side scenario
Vanna / 100k OI
2,789
volatility-sensitive delta
Charm / 100k OI
1,325,996
time-decay-sensitive delta
IV surface range
92.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AVAV closed 23.3% below its gamma max of 173.65. It is 6.5% below the delta neutral price of 149.97. Total open interest is 60,844, -5.8% 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

← HWM (#878) JCI (#880) →

Questions people ask about AVAV

Where is AVAV's gamma max today?

As of Oct 2, 2026, the gamma max for AVAV is 173.65, +23.3% from the 140.82 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 AVAV above or below its delta neutral price?

AVAV closed below delta neutral: 140.82 against a delta neutral price of 149.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVAV have?

60,844 contracts of open interest across 657 listed contracts on Oct 2, 2026, -5.8% 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.