Data through close

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

As of close · rank #742 by open interest · snapshot page

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CCXI's nearest-expiration max pain is 12.50 for 2026-10-16, net GEX is 2,681,168, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.99
prev 11.62
Gamma max
13.93
+16.2% from close
Delta neutral
9.66
-19.5% from close
Gamma neutral
11.99
0.0% from close
Open interest
80,879
+6.9% vs prev
Contracts listed
82
57 calls · 32 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
12.50
+4.3% from close
2026-10-16
GEX flip
–
Net GEX
2,681,168
3,315,036 per 100k OI
Call wall
12.50
+4.3% from close
Put wall
12.50
+4.3% from close
Put/call OI
0.37
22,041 puts / 58,838 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
7.0
within trailing 52-week range
Front / back ATM IV
+81.4% / +89.0%
-7.6 pp front premium
Expected move
+15.9%
14 DTE · one standard deviation
ATM straddle / spot
+12.9%
front-window midpoint premium
25Δ risk reversal
33.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
4,768 contracts traded
Normalized net delta
0.204
option-holder convention
Modeled dealer delta
-0.204
opposite-side scenario
Vanna / 100k OI
270
volatility-sensitive delta
Charm / 100k OI
-102,212
time-decay-sensitive delta
IV surface range
37.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CCXI closed 16.2% below its gamma max of 13.93. It is 19.5% above the delta neutral price of 9.66. Total open interest is 80,879, +6.9% 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

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In today's screens

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Neighbours by open interest

← TECH (#741) ZTO (#743) →

Questions people ask about CCXI

Where is CCXI's gamma max today?

As of Oct 2, 2026, the gamma max for CCXI is 13.93, +16.2% from the 11.99 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 CCXI above or below its delta neutral price?

CCXI closed above delta neutral: 11.99 against a delta neutral price of 9.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CCXI have?

80,879 contracts of open interest across 82 listed contracts on Oct 2, 2026, +6.9% 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.