Data through close

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

As of close · rank #884 by open interest · snapshot page

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CAR's nearest-expiration max pain is 111.00 for 2026-10-09, its GEX flip is 134.36, net GEX is -881,495, its put/call open-interest ratio is 1.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
111.22
prev 106.12
Gamma max
208.75
+87.7% from close
Delta neutral
136.19
+22.5% from close
Gamma neutral
134.36
+20.8% from close
Open interest
60,625
-3.2% vs prev
Contracts listed
1,276
917 calls · 440 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
111.00
-0.2% from close
2026-10-09
GEX flip
134.36
+20.8% from close
Net GEX
-881,495
-1,454,012 per 100k OI
Call wall
120.00
+7.9% from close
Put wall
115.00
+3.4% from close
Put/call OI
1.33
34,627 puts / 25,998 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
81.3
within trailing 52-week range
Front / back ATM IV
+63.0% / +69.5%
-6.6 pp front premium
Expected move
+8.7%
7 DTE · one standard deviation
ATM straddle / spot
+10.3%
front-window midpoint premium
25Δ risk reversal
6.9 pp
put IV minus call IV
IV butterfly
-23.3 pp
front-window smile convexity
Volume / open interest
0.03
1,847 contracts traded
Normalized net delta
-0.085
option-holder convention
Modeled dealer delta
0.085
opposite-side scenario
Vanna / 100k OI
2,545
volatility-sensitive delta
Charm / 100k OI
657,069
time-decay-sensitive delta
IV surface range
195.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CAR closed 87.7% below its gamma max of 208.75. It is 22.5% below the delta neutral price of 136.19. Total open interest is 60,625, -3.2% 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

← TGTX (#883) KDP (#885) →

Questions people ask about CAR

Where is CAR's gamma max today?

As of Oct 2, 2026, the gamma max for CAR is 208.75, +87.7% from the 111.22 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 CAR above or below its delta neutral price?

CAR closed below delta neutral: 111.22 against a delta neutral price of 136.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CAR have?

60,625 contracts of open interest across 1,276 listed contracts on Oct 2, 2026, -3.2% 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.