Data through close

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

As of close · rank #3429 by open interest · snapshot page

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AVY's nearest-expiration max pain is 170.00 for 2026-10-16, its GEX flip is 157.19, net GEX is 336,393, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
169.87
prev 171.62
Gamma max
177.46
+4.5% from close
Delta neutral
163.06
-4.0% from close
Gamma neutral
157.19
-7.5% from close
Open interest
1,486
+1.7% vs prev
Contracts listed
77
41 calls · 36 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
170.00
+0.1% from close
2026-10-16
GEX flip
157.19
-7.5% from close
Net GEX
336,393
22,637,515 per 100k OI
Call wall
180.00
+6.0% from close
Put wall
150.00
-11.7% from close
Put/call OI
0.39
415 puts / 1,071 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
30.9
within trailing 52-week range
Front / back ATM IV
+28.0% / +30.7%
-2.7 pp front premium
Expected move
+5.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
2.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
52 contracts traded
Normalized net delta
0.121
option-holder convention
Modeled dealer delta
-0.121
opposite-side scenario
Vanna / 100k OI
2,759
volatility-sensitive delta
Charm / 100k OI
-3,532,167
time-decay-sensitive delta
IV surface range
73.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AVY closed 4.5% below its gamma max of 177.46. It is 4.0% above the delta neutral price of 163.06. Total open interest is 1,486, +1.7% 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

← SDCI (#3428) ROG (#3430) →

Questions people ask about AVY

Where is AVY's gamma max today?

As of Oct 2, 2026, the gamma max for AVY is 177.46, +4.5% from the 169.87 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 AVY above or below its delta neutral price?

AVY closed above delta neutral: 169.87 against a delta neutral price of 163.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AVY have?

1,486 contracts of open interest across 77 listed contracts on Oct 2, 2026, +1.7% 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.