Data through close

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

As of close · rank #3209 by open interest · snapshot page

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AYI's nearest-expiration max pain is 300.00 for 2026-10-16, its GEX flip is 303.31, net GEX is 33,344, its put/call open-interest ratio is 0.76. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
308.76
prev 299.28
Gamma max
351.75
+13.9% from close
Delta neutral
311.83
+1.0% from close
Gamma neutral
303.31
-1.8% from close
Open interest
1,981
+0.1% vs prev
Contracts listed
103
56 calls · 52 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
300.00
-2.8% from close
2026-10-16
GEX flip
303.31
-1.8% from close
Net GEX
33,344
1,683,188 per 100k OI
Call wall
330.00
+6.9% from close
Put wall
320.00
+3.6% from close
Put/call OI
0.76
858 puts / 1,123 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
8.0
within trailing 52-week range
Front / back ATM IV
+32.1% / +30.9%
1.2 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.9%
front-window midpoint premium
25Δ risk reversal
39.3 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.12
236 contracts traded
Normalized net delta
-0.015
option-holder convention
Modeled dealer delta
0.015
opposite-side scenario
Vanna / 100k OI
808
volatility-sensitive delta
Charm / 100k OI
104,846
time-decay-sensitive delta
IV surface range
91.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AYI closed 13.9% below its gamma max of 351.75. It is 1.0% below the delta neutral price of 311.83. Total open interest is 1,981, +0.1% 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

← SPTL (#3208) FEIM (#3210) →

Questions people ask about AYI

Where is AYI's gamma max today?

As of Oct 2, 2026, the gamma max for AYI is 351.75, +13.9% from the 308.76 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 AYI above or below its delta neutral price?

AYI closed below delta neutral: 308.76 against a delta neutral price of 311.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AYI have?

1,981 contracts of open interest across 103 listed contracts on Oct 2, 2026, +0.1% 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.