AVGO max pain, gamma exposure (GEX) & options open interest
As of close · rank #46 by open interest · 1,393 sessions of history since Dec 1, 2020
AVGO's nearest-expiration max pain is 350.00 for 2026-10-05, its GEX flip is 353.22, net GEX is 8,498,368, its put/call open-interest ratio is 1.03. 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: smile convexity 24.7 pp · volume/OI 0.20
AVGO closed 14.4% below its gamma max of 406.20. It is 0.6% above the delta neutral price of 353.09. Total open interest is 2,234,522, -2.8% versus the previous session. Its options catalyst-intensity score is 44.4 out of 100, led by smile convexity 24.7 pp, volume/OI 0.20. 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 | -47,555 contracts · -4.1% |
| Put OI change, 1 session | -15,720 contracts · -1.4% |
| Call minus put OI growth, 1 session | -2.8 pp |
| Call OI change, 5 sessions | +5,891 contracts · +0.5% |
| Put OI change, 5 sessions | +58,723 contracts · +5.5% |
| Call minus put OI growth, 5 sessions | -4.9 pp |
| Daily call OI change surprise | -0.80σ (252 prior changes) |
| Daily put OI change surprise | -0.29σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.34σ (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 17 completed Day +10 paths · latest Apr 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 17 | -0.1% | -1.7% to +0.7% | 41% | -1.7% to +0.7% | 0.0% |
| Day +2 | 17 | -0.2% | -1.7% to +0.6% | 41% | -1.7% to +0.6% | 0.0% |
| Day +3 | 17 | -1.6% | -4.4% to +0.8% | 35% | -4.4% to +0.8% | 0.0% |
| Day +4 | 17 | -1.8% | -3.3% to +2.0% | 29% | -3.3% to +2.0% | 0.0% |
| Day +5 | 17 | -0.2% | -3.1% to +1.0% | 35% | -3.1% to +1.0% | 0.0% |
| Day +6 | 17 | +0.3% | -1.1% to +2.9% | 53% | -1.1% to +2.9% | 0.0% |
| Day +7 | 17 | +0.6% | -0.8% to +4.5% | 59% | -0.8% to +4.5% | 0.0% |
| Day +8 | 17 | +0.6% | -1.9% to +4.6% | 65% | -1.9% to +4.6% | 0.0% |
| Day +9 | 17 | +1.0% | -1.0% to +3.7% | 65% | -1.0% to +3.7% | 0.0% |
| Day +10 | 17 | +1.7% | -1.8% to +4.7% | 59% | -1.8% to +4.7% | 0.0% |
Crosses above gamma max 17 completed Day +10 paths · latest Apr 22, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 17 | 0.0% | -0.6% to +0.6% | 47% | -0.6% to +0.6% | 0.0% |
| Day +2 | 17 | -0.3% | -1.3% to +1.2% | 47% | -1.3% to +1.2% | 0.0% |
| Day +3 | 17 | -0.6% | -2.3% to +1.3% | 35% | -2.3% to +1.3% | 0.0% |
| Day +4 | 17 | -2.1% | -4.3% to +0.2% | 29% | -4.3% to +0.2% | 0.0% |
| Day +5 | 17 | -1.8% | -4.2% to +0.5% | 29% | -4.2% to +0.5% | 0.0% |
| Day +6 | 17 | -1.2% | -3.6% to +3.1% | 47% | -3.6% to +3.1% | 0.0% |
| Day +7 | 17 | -0.0% | -1.1% to +3.0% | 41% | -1.1% to +3.0% | 0.0% |
| Day +8 | 17 | +1.1% | -1.5% to +3.7% | 65% | -1.5% to +3.7% | 0.0% |
| Day +9 | 17 | +1.1% | -1.4% to +5.2% | 59% | -1.4% to +5.2% | 0.0% |
| Day +10 | 17 | +1.1% | -0.3% to +4.8% | 71% | -0.3% to +4.8% | 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 | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 34 |
| Prior-year sessions closer to gamma max | 73.8% of 252 |
| Prior-year sessions closer to delta neutral | 10.3% of 252 |
| Open interest percentile (1y) | 91th |
| Daily open interest change versus prior year | -0.56σ (-63,275 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +3.0% |
| Open interest change, 21 sessions | +0.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 355.14 vs 353.09 (+0.6%)
- closed below delta neutral at 351.19 vs 352.55 (-0.4%)
- closed above delta neutral at 355.10 vs 352.59 (+0.7%)
- closed below delta neutral at 349.57 vs 351.76 (-0.6%)
- closed above delta neutral at 352.81 vs 351.92 (+0.3%)
- closed below delta neutral at 350.36 vs 352.43 (-0.6%)
- closed above delta neutral at 357.61 vs 354.53 (+0.9%)
- closed below delta neutral at 344.72 vs 358.24 (-3.9%)
- closed above delta neutral at 368.56 vs 359.77 (+2.4%)
- closed below delta neutral at 357.16 vs 364.54 (-2.1%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/AVGO
Questions people ask about AVGO
Where is AVGO's gamma max today?
As of Oct 2, 2026, the gamma max for AVGO is 406.20, +14.4% from the 355.14 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 AVGO above or below its delta neutral price?
AVGO closed above delta neutral: 355.14 against a delta neutral price of 353.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does AVGO have?
2,234,522 contracts of open interest across 2,078 listed contracts on Oct 2, 2026, -2.8% 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.