Data through close

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

As of close · rank #1881 by open interest · snapshot page

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AVGX's nearest-expiration max pain is 39.00 for 2026-10-16, its GEX flip is 38.39, net GEX is 7,379, its put/call open-interest ratio is 0.57. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
38.48
prev 36.08
Gamma max
47.10
+22.4% from close
Delta neutral
38.01
-1.2% from close
Gamma neutral
38.39
-0.2% from close
Open interest
12,957
+2.7% vs prev
Contracts listed
244
146 calls · 111 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
39.00
+1.4% from close
2026-10-16
GEX flip
38.39
-0.2% from close
Net GEX
7,379
56,952 per 100k OI
Call wall
40.00
+4.0% from close
Put wall
38.00
-1.2% from close
Put/call OI
0.57
4,684 puts / 8,273 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
1.4
within trailing 52-week range
Front / back ATM IV
+66.6% / +72.7%
-6.2 pp front premium
Expected move
+13.0%
14 DTE · one standard deviation
ATM straddle / spot
+10.0%
front-window midpoint premium
25Δ risk reversal
9.4 pp
put IV minus call IV
IV butterfly
3.9 pp
front-window smile convexity
Volume / open interest
0.04
519 contracts traded
Normalized net delta
0.086
option-holder convention
Modeled dealer delta
-0.086
opposite-side scenario
Vanna / 100k OI
1,899
volatility-sensitive delta
Charm / 100k OI
195,994
time-decay-sensitive delta
IV surface range
24.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AVGX closed 22.4% below its gamma max of 47.10. It is 1.2% above the delta neutral price of 38.01. Total open interest is 12,957, +2.7% 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

Neighbours by open interest

← SGOV (#1880) DD (#1882) →

Questions people ask about AVGX

Where is AVGX's gamma max today?

As of Oct 2, 2026, the gamma max for AVGX is 47.10, +22.4% from the 38.48 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 AVGX above or below its delta neutral price?

AVGX closed above delta neutral: 38.48 against a delta neutral price of 38.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVGX have?

12,957 contracts of open interest across 244 listed contracts on Oct 2, 2026, +2.7% 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.