Data through close

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

As of close · rank #3172 by open interest · snapshot page

AVUV's nearest-expiration max pain is 121.00 for 2026-10-16, its GEX flip is 102.19, net GEX is 203,953, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
120.03
prev 119.10
Gamma max
125.59
+4.6% from close
Delta neutral
116.50
-2.9% from close
Gamma neutral
102.19
-14.9% from close
Open interest
2,085
+1.8% vs prev
Contracts listed
106
59 calls · 51 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
121.00
+0.8% from close
2026-10-16
GEX flip
102.19
-14.9% from close
Net GEX
203,953
9,781,927 per 100k OI
Call wall
118.00
-1.7% from close
Put wall
120.00
-0.0% from close
Put/call OI
0.46
653 puts / 1,432 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
5.0
within trailing 52-week range
Front / back ATM IV
+16.5% / +16.3%
0.3 pp front premium
Expected move
+3.2%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
-9.4 pp
put IV minus call IV
IV butterfly
-3.0 pp
front-window smile convexity
Volume / open interest
0.05
110 contracts traded
Normalized net delta
0.122
option-holder convention
Modeled dealer delta
-0.122
opposite-side scenario
Vanna / 100k OI
1,391
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
33.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AVUV closed 4.6% below its gamma max of 125.59. It is 2.9% above the delta neutral price of 116.50. Total open interest is 2,085, +1.8% 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

Questions people ask about AVUV

Where is AVUV's gamma max today?

As of Oct 2, 2026, the gamma max for AVUV is 125.59, +4.6% from the 120.03 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 AVUV above or below its delta neutral price?

AVUV closed above delta neutral: 120.03 against a delta neutral price of 116.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVUV have?

2,085 contracts of open interest across 106 listed contracts on Oct 2, 2026, +1.8% 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.