Data through close

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

As of close · rank #2226 by open interest · snapshot page

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AZTA's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 31.26, net GEX is 118,045, its put/call open-interest ratio is 2.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
38.75
prev 34.48
Gamma max
38.66
-0.2% from close
Delta neutral
32.06
-17.3% from close
Gamma neutral
31.26
-19.3% from close
Open interest
8,272
+0.8% vs prev
Contracts listed
41
46 calls · 28 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
30.00
-22.6% from close
2026-10-16
GEX flip
31.26
-19.3% from close
Net GEX
118,045
1,427,048 per 100k OI
Call wall
35.00
-9.7% from close
Put wall
35.00
-9.7% from close
Put/call OI
2.11
5,610 puts / 2,662 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
62.0
within trailing 52-week range
Front / back ATM IV
+67.8% / +68.8%
-1.0 pp front premium
Expected move
+13.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-9.2 pp
put IV minus call IV
IV butterfly
-1.4 pp
front-window smile convexity
Volume / open interest
0.11
916 contracts traded
Normalized net delta
0.236
option-holder convention
Modeled dealer delta
-0.235
opposite-side scenario
Vanna / 100k OI
-290
volatility-sensitive delta
Charm / 100k OI
-945,418
time-decay-sensitive delta
IV surface range
23.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AZTA closed 0.2% above its gamma max of 38.66. It is 17.3% above the delta neutral price of 32.06. Total open interest is 8,272, +0.8% 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

Neighbours by open interest

← ES (#2225) ZBRA (#2227) →

Questions people ask about AZTA

Where is AZTA's gamma max today?

As of Oct 2, 2026, the gamma max for AZTA is 38.66, -0.2% from the 38.75 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 AZTA above or below its delta neutral price?

AZTA closed above delta neutral: 38.75 against a delta neutral price of 32.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AZTA have?

8,272 contracts of open interest across 41 listed contracts on Oct 2, 2026, +0.8% 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.