Data through close

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

As of close · rank #2050 by open interest · snapshot page

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AXGN's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 7.90, net GEX is 863,673, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.39
prev 39.92
Gamma max
37.25
-0.4% from close
Delta neutral
23.59
-36.9% from close
Gamma neutral
7.90
-78.9% from close
Open interest
10,512
+24.6% vs prev
Contracts listed
58
35 calls · 27 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
45.00
+20.4% from close
2026-10-16
GEX flip
7.90
-78.9% from close
Net GEX
863,673
8,216,072 per 100k OI
Call wall
40.00
+7.0% from close
Put wall
50.00
+33.7% from close
Put/call OI
0.07
702 puts / 9,810 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
92.7
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-22.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
2.04
21,426 contracts traded
Normalized net delta
0.286
option-holder convention
Modeled dealer delta
-0.286
opposite-side scenario
Vanna / 100k OI
1,398
volatility-sensitive delta
Charm / 100k OI
-2,520,253
time-decay-sensitive delta
IV surface range
43.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AXGN closed 0.4% above its gamma max of 37.25. It is 36.9% above the delta neutral price of 23.59. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,512, +24.6% 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

← GLOB (#2049) ASND (#2051) →

Questions people ask about AXGN

Where is AXGN's gamma max today?

As of Oct 2, 2026, the gamma max for AXGN is 37.25, -0.4% from the 37.39 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 AXGN above or below its delta neutral price?

AXGN closed above delta neutral: 37.39 against a delta neutral price of 23.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AXGN have?

10,512 contracts of open interest across 58 listed contracts on Oct 2, 2026, +24.6% 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.