Data through close

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

As of close · rank #1257 by open interest · snapshot page

CAH's nearest-expiration max pain is 227.50 for 2026-10-09, its GEX flip is 212.17, net GEX is 2,244,161, its put/call open-interest ratio is 0.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
228.30
prev 230.09
Gamma max
238.92
+4.7% from close
Delta neutral
213.71
-6.4% from close
Gamma neutral
212.17
-7.1% from close
Open interest
31,455
-1.0% vs prev
Contracts listed
401
271 calls · 219 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
227.50
-0.4% from close
2026-10-09
GEX flip
212.17
-7.1% from close
Net GEX
2,244,161
7,134,513 per 100k OI
Call wall
240.00
+5.1% from close
Put wall
210.00
-8.0% from close
Put/call OI
0.63
12,157 puts / 19,298 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
53.8
within trailing 52-week range
Front / back ATM IV
+30.3% / +32.8%
-2.5 pp front premium
Expected move
+4.2%
7 DTE · one standard deviation
ATM straddle / spot
+2.7%
front-window midpoint premium
25Δ risk reversal
2.1 pp
put IV minus call IV
IV butterfly
4.3 pp
front-window smile convexity
Volume / open interest
0.03
896 contracts traded
Normalized net delta
0.230
option-holder convention
Modeled dealer delta
-0.230
opposite-side scenario
Vanna / 100k OI
1,877
volatility-sensitive delta
Charm / 100k OI
-1,512,561
time-decay-sensitive delta
IV surface range
55.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CAH closed 4.7% below its gamma max of 238.92. It is 6.4% above the delta neutral price of 213.71. Total open interest is 31,455, -1.0% 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

Questions people ask about CAH

Where is CAH's gamma max today?

As of Oct 2, 2026, the gamma max for CAH is 238.92, +4.7% from the 228.30 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 CAH above or below its delta neutral price?

CAH closed above delta neutral: 228.30 against a delta neutral price of 213.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CAH have?

31,455 contracts of open interest across 401 listed contracts on Oct 2, 2026, -1.0% 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.