Data through close

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

As of close · rank #1116 by open interest · snapshot page

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CB's nearest-expiration max pain is 340.00 for 2026-10-16, its GEX flip is 333.11, net GEX is -855,447, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
330.89
prev 331.30
Gamma max
354.39
+7.1% from close
Delta neutral
329.48
-0.4% from close
Gamma neutral
333.11
+0.7% from close
Open interest
40,198
+0.4% vs prev
Contracts listed
437
269 calls · 221 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
340.00
+2.8% from close
2026-10-16
GEX flip
333.11
+0.7% from close
Net GEX
-855,447
-2,128,084 per 100k OI
Call wall
345.00
+4.3% from close
Put wall
335.00
+1.2% from close
Put/call OI
0.74
17,146 puts / 23,052 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
2.0
within trailing 52-week range
Front / back ATM IV
+18.6% / +22.1%
-3.4 pp front premium
Expected move
+3.6%
14 DTE · one standard deviation
ATM straddle / spot
+2.8%
front-window midpoint premium
25Δ risk reversal
1.9 pp
put IV minus call IV
IV butterfly
10.8 pp
front-window smile convexity
Volume / open interest
0.02
772 contracts traded
Normalized net delta
0.036
option-holder convention
Modeled dealer delta
-0.036
opposite-side scenario
Vanna / 100k OI
2,786
volatility-sensitive delta
Charm / 100k OI
1,140,950
time-decay-sensitive delta
IV surface range
49.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CB closed 7.1% below its gamma max of 354.39. It is 0.4% above the delta neutral price of 329.48. Total open interest is 40,198, +0.4% 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

← BRZE (#1115) LKQ (#1117) →

Questions people ask about CB

Where is CB's gamma max today?

As of Oct 2, 2026, the gamma max for CB is 354.39, +7.1% from the 330.89 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 CB above or below its delta neutral price?

CB closed above delta neutral: 330.89 against a delta neutral price of 329.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CB have?

40,198 contracts of open interest across 437 listed contracts on Oct 2, 2026, +0.4% 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.