CARR max pain, gamma exposure (GEX) & options open interest
As of close · rank #490 by open interest · 1,394 sessions of history since Dec 1, 2020
CARR's nearest-expiration max pain is 57.00 for 2026-10-09, its GEX flip is 60.29, net GEX is -15,411,037, its put/call open-interest ratio is 2.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100
CARR closed 20.2% below its gamma max of 66.24. It is 5.6% below the delta neutral price of 58.22. Total open interest is 154,151, -3.1% versus the previous session. Its options catalyst-intensity score is 42.4 out of 100, led by IV rank 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,785 contracts · -8.3% |
| Put OI change, 1 session | -1,083 contracts · -1.0% |
| Call minus put OI growth, 1 session | -7.3 pp |
| Call OI change, 5 sessions | +759 contracts · +1.8% |
| Put OI change, 5 sessions | -180 contracts · -0.2% |
| Call minus put OI growth, 5 sessions | +2.0 pp |
| Daily call OI change surprise | -0.86σ (252 prior changes) |
| Daily put OI change surprise | -0.19σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.93σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 27 completed Day +10 paths · latest Feb 20, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 27 | +0.4% | -0.6% to +1.4% | 63% | -0.3% to +1.2% | 0.0% |
| Day +2 | 27 | +0.7% | -0.6% to +2.4% | 59% | -0.3% to +2.3% | 0.0% |
| Day +3 | 27 | +1.5% | -1.4% to +2.5% | 59% | -0.3% to +2.4% | 0.0% |
| Day +4 | 27 | +0.7% | -1.3% to +2.6% | 59% | -0.5% to +2.3% | 0.0% |
| Day +5 | 27 | +0.7% | -0.6% to +3.1% | 67% | -0.2% to +1.7% | 0.0% |
| Day +6 | 27 | +1.5% | -0.7% to +3.6% | 59% | -0.4% to +2.5% | 0.0% |
| Day +7 | 27 | +1.0% | -0.7% to +4.1% | 74% | +0.1% to +3.5% | +0.1% |
| Day +8 | 27 | +1.5% | -1.1% to +5.4% | 74% | +0.2% to +3.9% | +0.2% |
| Day +9 | 27 | +2.7% | -1.4% to +5.8% | 67% | -0.7% to +5.4% | 0.0% |
| Day +10 | 27 | +1.4% | -1.5% to +7.2% | 67% | -0.3% to +5.7% | 0.0% |
Crosses above gamma max 25 completed Day +10 paths · latest Feb 18, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 25 | +0.3% | -1.0% to +0.9% | 60% | -0.8% to +0.7% | 0.0% |
| Day +2 | 25 | +0.3% | -0.5% to +2.2% | 56% | -0.4% to +1.2% | 0.0% |
| Day +3 | 25 | +0.7% | -1.1% to +3.2% | 52% | -0.9% to +2.6% | 0.0% |
| Day +4 | 25 | +0.7% | -1.0% to +2.2% | 60% | -0.8% to +2.2% | 0.0% |
| Day +5 | 25 | +0.3% | -1.6% to +3.1% | 60% | -1.1% to +3.0% | 0.0% |
| Day +6 | 25 | +1.4% | -0.7% to +4.8% | 68% | -0.1% to +3.9% | 0.0% |
| Day +7 | 25 | +1.8% | -0.9% to +4.0% | 72% | +0.1% to +3.9% | +0.1% |
| Day +8 | 25 | +1.3% | -1.6% to +4.6% | 56% | -1.2% to +4.4% | 0.0% |
| Day +9 | 25 | +1.3% | -2.2% to +5.1% | 64% | -1.7% to +4.9% | 0.0% |
| Day +10 | 25 | +2.0% | -0.7% to +5.0% | 72% | +0.3% to +4.7% | +0.3% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 10 |
| Prior-year sessions closer to gamma max | 66.7% of 252 |
| Prior-year sessions closer to delta neutral | 41.3% of 252 |
| Open interest percentile (1y) | 86th |
| Daily open interest change versus prior year | -0.50σ (-4,868 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.4% |
| Open interest change, 21 sessions | -1.0% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 63.96 vs 64.84 (-1.4%)
- closed above delta neutral at 65.43 vs 65.09 (+0.5%)
- closed below delta neutral at 63.16 vs 65.64 (-3.9%)
- closed above delta neutral at 61.32 vs 60.21 (+1.8%)
- closed below delta neutral at 58.55 vs 59.42 (-1.5%)
- closed above delta neutral at 61.46 vs 59.48 (+3.2%)
- closed below delta neutral at 58.35 vs 59.64 (-2.2%)
- closed below gamma max at 64.14 vs 67.83 (-5.7%)
- closed above gamma max at 64.33 vs 62.73 (+2.5%)
- closed below gamma max at 65.40 vs 66.55 (-1.8%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/CARR
Questions people ask about CARR
Where is CARR's gamma max today?
As of Oct 2, 2026, the gamma max for CARR is 66.24, +20.2% from the 55.12 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 CARR above or below its delta neutral price?
CARR closed below delta neutral: 55.12 against a delta neutral price of 58.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CARR have?
154,151 contracts of open interest across 404 listed contracts on Oct 2, 2026, -3.1% 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.