Data through close

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

As of close · rank #3731 by open interest · snapshot page

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CBL's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 61.29, net GEX is -26,506, its put/call open-interest ratio is 3.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.70
prev 54.37
Gamma max
68.18
+24.6% from close
Delta neutral
54.79
+0.2% from close
Gamma neutral
61.29
+12.0% from close
Open interest
937
+0.1% vs prev
Contracts listed
59
22 calls · 42 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
55.00
+0.5% from close
2026-10-16
GEX flip
61.29
+12.0% from close
Net GEX
-26,506
-2,828,771 per 100k OI
Call wall
60.00
+9.7% from close
Put wall
55.00
+0.5% from close
Put/call OI
3.71
738 puts / 199 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
30.5
within trailing 52-week range
Front / back ATM IV
+34.2% / +33.2%
0.9 pp front premium
Expected move
+6.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.004
option-holder convention
Modeled dealer delta
-0.004
opposite-side scenario
Vanna / 100k OI
2,241
volatility-sensitive delta
Charm / 100k OI
62,006
time-decay-sensitive delta
IV surface range
47.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CBL closed 24.6% below its gamma max of 68.18. It is 0.2% below the delta neutral price of 54.79. Total open interest is 937, +0.1% 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

← MOAT (#3730) LXP (#3732) →

Questions people ask about CBL

Where is CBL's gamma max today?

As of Oct 2, 2026, the gamma max for CBL is 68.18, +24.6% from the 54.70 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 CBL above or below its delta neutral price?

CBL closed below delta neutral: 54.70 against a delta neutral price of 54.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CBL have?

937 contracts of open interest across 59 listed contracts on Oct 2, 2026, +0.1% 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.