Data through close

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

As of close · rank #857 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CCI's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 58.04, net GEX is 2,111,163, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
66.44
prev 66.12
Gamma max
79.95
+20.3% from close
Delta neutral
68.77
+3.5% from close
Gamma neutral
58.04
-12.6% from close
Open interest
63,889
+0.9% vs prev
Contracts listed
349
189 calls · 168 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
70.00
+5.4% from close
2026-10-16
GEX flip
58.04
-12.6% from close
Net GEX
2,111,163
3,304,423 per 100k OI
Call wall
85.00
+27.9% from close
Put wall
70.00
+5.4% from close
Put/call OI
0.41
18,537 puts / 45,352 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
26.3
within trailing 52-week range
Front / back ATM IV
+33.1% / +34.4%
-1.3 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
-0.8 pp
put IV minus call IV
IV butterfly
0.1 pp
front-window smile convexity
Volume / open interest
0.02
1,385 contracts traded
Normalized net delta
-0.042
option-holder convention
Modeled dealer delta
0.042
opposite-side scenario
Vanna / 100k OI
4,705
volatility-sensitive delta
Charm / 100k OI
-77,729
time-decay-sensitive delta
IV surface range
66.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CCI closed 20.3% below its gamma max of 79.95. It is 3.5% below the delta neutral price of 68.77. Total open interest is 63,889, +0.9% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← SYM (#856) EWT (#858) →

Questions people ask about CCI

Where is CCI's gamma max today?

As of Oct 2, 2026, the gamma max for CCI is 79.95, +20.3% from the 66.44 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 CCI above or below its delta neutral price?

CCI closed below delta neutral: 66.44 against a delta neutral price of 68.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CCI have?

63,889 contracts of open interest across 349 listed contracts on Oct 2, 2026, +0.9% 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.