Data through close

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

As of close · rank #3136 by open interest · snapshot page

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CALX's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 26.94, net GEX is 160,189, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.81
prev 34.90
Gamma max
38.05
+9.3% from close
Delta neutral
32.57
-6.4% from close
Gamma neutral
26.94
-22.6% from close
Open interest
2,235
0.0% vs prev
Contracts listed
101
67 calls · 41 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
35.00
+0.5% from close
2026-10-16
GEX flip
26.94
-22.6% from close
Net GEX
160,189
7,167,308 per 100k OI
Call wall
40.00
+14.9% from close
Put wall
35.00
+0.5% from close
Put/call OI
0.35
575 puts / 1,660 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
22.4
within trailing 52-week range
Front / back ATM IV
+46.6% / +57.9%
-11.3 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+7.0%
front-window midpoint premium
25Δ risk reversal
-4.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
68 contracts traded
Normalized net delta
0.113
option-holder convention
Modeled dealer delta
-0.113
opposite-side scenario
Vanna / 100k OI
2,148
volatility-sensitive delta
Charm / 100k OI
-401,521
time-decay-sensitive delta
IV surface range
175.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CALX closed 9.3% below its gamma max of 38.05. It is 6.4% above the delta neutral price of 32.57. Total open interest is 2,235, 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

← RDNW (#3135) SEVN (#3137) →

Questions people ask about CALX

Where is CALX's gamma max today?

As of Oct 2, 2026, the gamma max for CALX is 38.05, +9.3% from the 34.81 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 CALX above or below its delta neutral price?

CALX closed above delta neutral: 34.81 against a delta neutral price of 32.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CALX have?

2,235 contracts of open interest across 101 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.