C max pain, gamma exposure (GEX) & options open interest
As of close · rank #90 by open interest · 1,394 sessions of history since Dec 1, 2020
C's nearest-expiration max pain is 129.00 for 2026-10-09, its GEX flip is 131.43, net GEX is -18,196,406, its put/call open-interest ratio is 1.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: OI change 0.29σ
C closed 13.0% below its gamma max of 145.21. It is 0.8% above the delta neutral price of 127.44. Total open interest is 1,084,940, +1.6% versus the previous session. Its options catalyst-intensity score is 51.3 out of 100, led by OI change 0.29σ. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +1,937 contracts · +0.4% |
| Put OI change, 1 session | +15,211 contracts · +2.5% |
| Call minus put OI growth, 1 session | -2.0 pp |
| Call OI change, 5 sessions | +26,861 contracts · +6.3% |
| Put OI change, 5 sessions | +32,982 contracts · +5.5% |
| Call minus put OI growth, 5 sessions | +0.8 pp |
| Daily call OI change surprise | +0.08σ (252 prior changes) |
| Daily put OI change surprise | +0.50σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.83σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 24 completed Day +10 paths · latest Jun 18, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 24 | +0.8% | -0.2% to +1.8% | 71% | +0.3% to +1.5% | +0.3% |
| Day +2 | 24 | +1.1% | -0.5% to +2.3% | 67% | -0.1% to +2.1% | 0.0% |
| Day +3 | 24 | +0.6% | -0.5% to +2.1% | 63% | -0.4% to +1.8% | 0.0% |
| Day +4 | 24 | +0.3% | -1.5% to +4.2% | 54% | -1.4% to +2.7% | 0.0% |
| Day +5 | 24 | +0.1% | -1.4% to +3.5% | 54% | -1.0% to +3.3% | 0.0% |
| Day +6 | 24 | +0.6% | -1.1% to +2.4% | 54% | -0.6% to +1.9% | 0.0% |
| Day +7 | 24 | +0.8% | -1.9% to +3.5% | 58% | -0.3% to +2.3% | 0.0% |
| Day +8 | 24 | +1.0% | -2.2% to +4.5% | 58% | -0.9% to +3.2% | 0.0% |
| Day +9 | 24 | +1.1% | -3.7% to +5.3% | 58% | -2.4% to +2.8% | 0.0% |
| Day +10 | 24 | +0.0% | -2.4% to +5.6% | 50% | -2.2% to +3.7% | 0.0% |
Crosses above gamma max 24 completed Day +10 paths · latest Jun 12, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 24 | +0.3% | -1.2% to +1.0% | 58% | -0.9% to +0.8% | 0.0% |
| Day +2 | 24 | +1.1% | -0.8% to +2.2% | 63% | -0.6% to +2.1% | 0.0% |
| Day +3 | 24 | +1.4% | +0.1% to +2.3% | 75% | +0.3% to +2.0% | +0.3% |
| Day +4 | 24 | +1.1% | -0.7% to +3.3% | 63% | -0.6% to +2.8% | 0.0% |
| Day +5 | 24 | +2.2% | -0.6% to +3.7% | 63% | -0.2% to +2.8% | 0.0% |
| Day +6 | 24 | +1.5% | -0.6% to +4.2% | 67% | -0.0% to +3.9% | 0.0% |
| Day +7 | 24 | +1.7% | +0.1% to +4.5% | 75% | +0.5% to +3.6% | +0.5% |
| Day +8 | 24 | +2.3% | -0.2% to +4.6% | 67% | -0.0% to +4.3% | 0.0% |
| Day +9 | 24 | +2.8% | -0.7% to +5.2% | 71% | +0.1% to +3.8% | +0.1% |
| Day +10 | 24 | +2.3% | -0.5% to +5.1% | 67% | -0.2% to +5.0% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 4 |
| Prior-year sessions closer to gamma max | 95.2% of 252 |
| Prior-year sessions closer to delta neutral | 2.0% of 252 |
| Open interest percentile (1y) | 21th |
| Daily open interest change versus prior year | +0.29σ (17,148 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +5.8% |
| Open interest change, 21 sessions | +5.2% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 128.50 vs 127.44 (+0.8%)
- closed below delta neutral at 127.00 vs 128.05 (-0.8%)
- closed above delta neutral at 132.32 vs 128.15 (+3.1%)
- closed below delta neutral at 127.13 vs 127.30 (-0.1%)
- closed below gamma max at 143.21 vs 147.60 (-3.1%)
- closed above gamma max at 139.83 vs 137.41 (+1.7%)
- closed below gamma max at 132.40 vs 135.69 (-2.5%)
- closed above gamma max at 135.13 vs 134.13 (+0.7%)
- closed below gamma max at 129.34 vs 130.17 (-0.6%)
- closed above gamma max at 123.49 vs 122.24 (+1.0%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/C
Questions people ask about C
Where is C's gamma max today?
As of Oct 2, 2026, the gamma max for C is 145.21, +13.0% from the 128.50 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 C above or below its delta neutral price?
C closed above delta neutral: 128.50 against a delta neutral price of 127.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does C have?
1,084,940 contracts of open interest across 811 listed contracts on Oct 2, 2026, +1.6% 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.