Data through close

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

As of close · rank #967 by open interest · snapshot page

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CDNS's nearest-expiration max pain is 320.00 for 2026-10-09, its GEX flip is 309.69, net GEX is 1,951,810, its put/call open-interest ratio is 0.88. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
351.35
prev 350.73
Gamma max
367.42
+4.6% from close
Delta neutral
314.94
-10.4% from close
Gamma neutral
309.69
-11.9% from close
Open interest
52,763
-3.5% vs prev
Contracts listed
860
553 calls · 452 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
320.00
-8.9% from close
2026-10-09
GEX flip
309.69
-11.9% from close
Net GEX
1,951,810
3,699,202 per 100k OI
Call wall
350.00
-0.4% from close
Put wall
350.00
-0.4% from close
Put/call OI
0.88
24,680 puts / 28,083 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
59.6
within trailing 52-week range
Front / back ATM IV
+38.9% / +46.6%
-7.6 pp front premium
Expected move
+5.4%
7 DTE · one standard deviation
ATM straddle / spot
+4.3%
front-window midpoint premium
25Δ risk reversal
128.5 pp
put IV minus call IV
IV butterfly
0.4 pp
front-window smile convexity
Volume / open interest
0.08
4,660 contracts traded
Normalized net delta
0.153
option-holder convention
Modeled dealer delta
-0.144
opposite-side scenario
Vanna / 100k OI
2,137
volatility-sensitive delta
Charm / 100k OI
-2,153,496
time-decay-sensitive delta
IV surface range
159.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CDNS closed 4.6% below its gamma max of 367.42. It is 10.4% above the delta neutral price of 314.94. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 52,763, -3.5% 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

← ADSK (#966) NWL (#968) →

Questions people ask about CDNS

Where is CDNS's gamma max today?

As of Oct 2, 2026, the gamma max for CDNS is 367.42, +4.6% from the 351.35 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 CDNS above or below its delta neutral price?

CDNS closed above delta neutral: 351.35 against a delta neutral price of 314.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CDNS have?

52,763 contracts of open interest across 860 listed contracts on Oct 2, 2026, -3.5% 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.