Data through close

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

As of close · rank #3197 by open interest · snapshot page

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AZZ's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 79.00, net GEX is 260,742, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
139.39
prev 135.41
Gamma max
142.59
+2.3% from close
Delta neutral
127.88
-8.3% from close
Gamma neutral
79.00
-43.3% from close
Open interest
2,017
+2.5% vs prev
Contracts listed
98
51 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
140.00
+0.4% from close
2026-10-16
GEX flip
79.00
-43.3% from close
Net GEX
260,742
12,927,221 per 100k OI
Call wall
145.00
+4.0% from close
Put wall
145.00
+4.0% from close
Put/call OI
0.33
497 puts / 1,520 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
54.7
within trailing 52-week range
Front / back ATM IV
+52.7% / +42.1%
10.6 pp front premium
Expected move
+10.3%
14 DTE · one standard deviation
ATM straddle / spot
+8.6%
front-window midpoint premium
25Δ risk reversal
7.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
5 contracts traded
Normalized net delta
0.187
option-holder convention
Modeled dealer delta
-0.186
opposite-side scenario
Vanna / 100k OI
-645
volatility-sensitive delta
Charm / 100k OI
-3,632,524
time-decay-sensitive delta
IV surface range
105.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

AZZ closed 2.3% below its gamma max of 142.59. It is 8.3% above the delta neutral price of 127.88. Total open interest is 2,017, +2.5% 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

← ARQ (#3196) GPGI (#3198) →

Questions people ask about AZZ

Where is AZZ's gamma max today?

As of Oct 2, 2026, the gamma max for AZZ is 142.59, +2.3% from the 139.39 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 AZZ above or below its delta neutral price?

AZZ closed above delta neutral: 139.39 against a delta neutral price of 127.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does AZZ have?

2,017 contracts of open interest across 98 listed contracts on Oct 2, 2026, +2.5% 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.