Data through close

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

As of close · rank #1011 by open interest · snapshot page

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CBRL's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 38.70, net GEX is 2,588,513, its put/call open-interest ratio is 0.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
55.76
prev 51.72
Gamma max
53.36
-4.3% from close
Delta neutral
45.44
-18.5% from close
Gamma neutral
38.70
-30.6% from close
Open interest
47,778
+0.7% vs prev
Contracts listed
239
161 calls · 135 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
45.00
-19.3% from close
2026-10-16
GEX flip
38.70
-30.6% from close
Net GEX
2,588,513
5,417,793 per 100k OI
Call wall
55.00
-1.4% from close
Put wall
52.50
-5.8% from close
Put/call OI
0.79
21,040 puts / 26,738 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
9.6
within trailing 52-week range
Front / back ATM IV
+58.0% / +49.6%
8.4 pp front premium
Expected move
+11.4%
14 DTE · one standard deviation
ATM straddle / spot
+7.9%
front-window midpoint premium
25Δ risk reversal
8.8 pp
put IV minus call IV
IV butterfly
-2.3 pp
front-window smile convexity
Volume / open interest
0.03
1,537 contracts traded
Normalized net delta
0.236
option-holder convention
Modeled dealer delta
-0.211
opposite-side scenario
Vanna / 100k OI
1,984
volatility-sensitive delta
Charm / 100k OI
-1,367,380
time-decay-sensitive delta
IV surface range
83.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CBRL closed 4.3% above its gamma max of 53.36. It is 18.5% above the delta neutral price of 45.44. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 47,778, +0.7% 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

← NAT (#1010) RVMD (#1012) →

Questions people ask about CBRL

Where is CBRL's gamma max today?

As of Oct 2, 2026, the gamma max for CBRL is 53.36, -4.3% from the 55.76 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 CBRL above or below its delta neutral price?

CBRL closed above delta neutral: 55.76 against a delta neutral price of 45.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CBRL have?

47,778 contracts of open interest across 239 listed contracts on Oct 2, 2026, +0.7% 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.