Data through close

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

As of close · rank #1784 by open interest · snapshot page

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CELC's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 90.12, net GEX is -292,014, its put/call open-interest ratio is 0.52. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
72.10
prev 75.13
Gamma max
99.01
+37.3% from close
Delta neutral
76.12
+5.6% from close
Gamma neutral
90.12
+25.0% from close
Open interest
14,851
-1.4% vs prev
Contracts listed
231
157 calls · 87 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
80.00
+11.0% from close
2026-10-16
GEX flip
90.12
+25.0% from close
Net GEX
-292,014
-1,966,294 per 100k OI
Call wall
85.00
+17.9% from close
Put wall
70.00
-2.9% from close
Put/call OI
0.52
5,094 puts / 9,757 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
46.0
within trailing 52-week range
Front / back ATM IV
+51.4% / +65.1%
-13.7 pp front premium
Expected move
+10.1%
14 DTE · one standard deviation
ATM straddle / spot
+8.8%
front-window midpoint premium
25Δ risk reversal
9.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
667 contracts traded
Normalized net delta
-0.026
option-holder convention
Modeled dealer delta
0.026
opposite-side scenario
Vanna / 100k OI
2,862
volatility-sensitive delta
Charm / 100k OI
1,809,218
time-decay-sensitive delta
IV surface range
29.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CELC closed 37.3% below its gamma max of 99.01. It is 5.6% below the delta neutral price of 76.12. Total open interest is 14,851, -1.4% 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

← EFV (#1783) CGNX (#1785) →

Questions people ask about CELC

Where is CELC's gamma max today?

As of Oct 2, 2026, the gamma max for CELC is 99.01, +37.3% from the 72.10 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 CELC above or below its delta neutral price?

CELC closed below delta neutral: 72.10 against a delta neutral price of 76.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CELC have?

14,851 contracts of open interest across 231 listed contracts on Oct 2, 2026, -1.4% 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.