Data through close

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

As of close · rank #766 by open interest · snapshot page

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CANE's nearest-expiration max pain is 10.00 for 2026-10-16, net GEX is 17,889,927, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.82
prev 11.46
Gamma max
11.72
-0.9% from close
Delta neutral
9.03
-23.6% from close
Gamma neutral
11.82
0.0% from close
Open interest
76,881
+0.3% vs prev
Contracts listed
42
50 calls · 22 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
10.00
-15.4% from close
2026-10-16
GEX flip
–
Net GEX
17,889,927
23,269,633 per 100k OI
Call wall
12.00
+1.5% from close
Put wall
10.00
-15.4% from close
Put/call OI
0.10
7,289 puts / 69,592 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
40.7
within trailing 52-week range
Front / back ATM IV
+24.7% / +57.9%
-33.1 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-152.1 pp
put IV minus call IV
IV butterfly
-3.8 pp
front-window smile convexity
Volume / open interest
0.04
3,104 contracts traded
Normalized net delta
0.367
option-holder convention
Modeled dealer delta
-0.247
opposite-side scenario
Vanna / 100k OI
842
volatility-sensitive delta
Charm / 100k OI
-3,130,902
time-decay-sensitive delta
IV surface range
60.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CANE closed 0.9% above its gamma max of 11.72. It is 23.6% above the delta neutral price of 9.03. Total open interest is 76,881, +0.3% 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

Neighbours by open interest

← ABSI (#765) RILY (#767) →

Questions people ask about CANE

Where is CANE's gamma max today?

As of Oct 2, 2026, the gamma max for CANE is 11.72, -0.9% from the 11.82 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 CANE above or below its delta neutral price?

CANE closed above delta neutral: 11.82 against a delta neutral price of 9.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CANE have?

76,881 contracts of open interest across 42 listed contracts on Oct 2, 2026, +0.3% 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.