Data through close

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

As of close · rank #4603 by open interest · snapshot page

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CALF's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 40.51, net GEX is 38,964, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
53.85
prev 53.97
Gamma max
54.92
+2.0% from close
Delta neutral
51.48
-4.4% from close
Gamma neutral
40.51
-24.8% from close
Open interest
150
0.0% vs prev
Contracts listed
23
13 calls · 10 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
50.00
-7.1% from close
2026-10-16
GEX flip
40.51
-24.8% from close
Net GEX
38,964
25,976,311 per 100k OI
Call wall
55.00
+2.1% from close
Put wall
56.00
+4.0% from close
Put/call OI
0.36
40 puts / 110 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
7.9
within trailing 52-week range
Front / back ATM IV
+18.0% / +18.9%
-0.9 pp front premium
Expected move
+3.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.189
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
13.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CALF closed 2.0% below its gamma max of 54.92. It is 4.4% above the delta neutral price of 51.48. Total open interest is 150, 0.0% 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

← EU (#4602) FID (#4604) →

Questions people ask about CALF

Where is CALF's gamma max today?

As of Oct 2, 2026, the gamma max for CALF is 54.92, +2.0% from the 53.85 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 CALF above or below its delta neutral price?

CALF closed above delta neutral: 53.85 against a delta neutral price of 51.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CALF have?

150 contracts of open interest across 23 listed contracts on Oct 2, 2026, 0.0% 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.