Data through close

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

As of close · rank #3224 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CCSI's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 36.28, net GEX is -17,349, its put/call open-interest ratio is 1.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
35.36
prev 35.73
Gamma max
44.38
+25.5% from close
Delta neutral
35.50
+0.4% from close
Gamma neutral
36.28
+2.6% from close
Open interest
1,955
0.0% vs prev
Contracts listed
22
20 calls · 7 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
35.00
-1.0% from close
2026-10-16
GEX flip
36.28
+2.6% from close
Net GEX
-17,349
-887,415 per 100k OI
Call wall
40.00
+13.1% from close
Put wall
30.00
-15.2% from close
Put/call OI
1.25
1,085 puts / 870 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
22.0
within trailing 52-week range
Front / back ATM IV
+75.8% / +52.2%
23.7 pp front premium
Expected move
+14.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
4.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.004
option-holder convention
Modeled dealer delta
-0.004
opposite-side scenario
Vanna / 100k OI
6,394
volatility-sensitive delta
Charm / 100k OI
229,361
time-decay-sensitive delta
IV surface range
25.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CCSI closed 25.5% below its gamma max of 44.38. It is 0.4% below the delta neutral price of 35.50. Total open interest is 1,955, 0.0% 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

Neighbours by open interest

← NTCT (#3223) HLX (#3225) →

Questions people ask about CCSI

Where is CCSI's gamma max today?

As of Oct 2, 2026, the gamma max for CCSI is 44.38, +25.5% from the 35.36 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 CCSI above or below its delta neutral price?

CCSI closed below delta neutral: 35.36 against a delta neutral price of 35.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CCSI have?

1,955 contracts of open interest across 22 listed contracts on Oct 2, 2026, 0.0% 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.