Data through close

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

As of close · rank #2112 by open interest · snapshot page

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CALY's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 10.83, net GEX is 435,488, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.45
prev 14.32
Gamma max
15.38
+6.4% from close
Delta neutral
12.53
-13.3% from close
Gamma neutral
10.83
-25.0% from close
Open interest
9,584
+0.8% vs prev
Contracts listed
62
44 calls · 33 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
15.00
+3.8% from close
2026-10-16
GEX flip
10.83
-25.0% from close
Net GEX
435,488
4,543,907 per 100k OI
Call wall
15.00
+3.8% from close
Put wall
15.00
+3.8% from close
Put/call OI
0.41
2,792 puts / 6,792 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
83.3
within trailing 52-week range
Front / back ATM IV
+40.8% / +48.1%
-7.3 pp front premium
Expected move
+8.0%
14 DTE · one standard deviation
ATM straddle / spot
+6.9%
front-window midpoint premium
25Δ risk reversal
2.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
57 contracts traded
Normalized net delta
0.147
option-holder convention
Modeled dealer delta
-0.131
opposite-side scenario
Vanna / 100k OI
3,568
volatility-sensitive delta
Charm / 100k OI
-227,796
time-decay-sensitive delta
IV surface range
232.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CALY closed 6.4% below its gamma max of 15.38. It is 13.3% above the delta neutral price of 12.53. Total open interest is 9,584, +0.8% 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

← TGEN (#2111) SKE (#2113) →

Questions people ask about CALY

Where is CALY's gamma max today?

As of Oct 2, 2026, the gamma max for CALY is 15.38, +6.4% from the 14.45 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 CALY above or below its delta neutral price?

CALY closed above delta neutral: 14.45 against a delta neutral price of 12.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CALY have?

9,584 contracts of open interest across 62 listed contracts on Oct 2, 2026, +0.8% 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.