Data through close

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

As of close · rank #3693 by open interest · snapshot page

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CDRE's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 18.86, net GEX is 15,885, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.00
prev 25.01
Gamma max
34.39
+37.6% from close
Delta neutral
22.50
-10.0% from close
Gamma neutral
18.86
-24.6% from close
Open interest
992
0.0% vs prev
Contracts listed
23
14 calls · 10 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
22.50
-10.0% from close
2026-10-16
GEX flip
18.86
-24.6% from close
Net GEX
15,885
1,601,332 per 100k OI
Call wall
40.00
+60.0% from close
Put wall
25.00
0.0% from close
Put/call OI
0.29
225 puts / 767 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
77.2
within trailing 52-week range
Front / back ATM IV
+65.8% / +54.5%
11.4 pp front premium
Expected move
+12.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
192.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.09
88 contracts traded
Normalized net delta
0.028
option-holder convention
Modeled dealer delta
-0.026
opposite-side scenario
Vanna / 100k OI
1,210
volatility-sensitive delta
Charm / 100k OI
918,145
time-decay-sensitive delta
IV surface range
225.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CDRE closed 37.6% below its gamma max of 34.39. It is 10.0% above the delta neutral price of 22.50. Total open interest is 992, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← SPYV (#3692) PKE (#3694) →

Questions people ask about CDRE

Where is CDRE's gamma max today?

As of Oct 2, 2026, the gamma max for CDRE is 34.39, +37.6% from the 25.00 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 CDRE above or below its delta neutral price?

CDRE closed above delta neutral: 25.00 against a delta neutral price of 22.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CDRE have?

992 contracts of open interest across 23 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.