Data through close

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

As of close · rank #1893 by open interest · snapshot page

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CEVA's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 27.34, net GEX is 539,954, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.10
prev 35.52
Gamma max
38.56
+3.9% from close
Delta neutral
29.46
-20.6% from close
Gamma neutral
27.34
-26.3% from close
Open interest
12,839
+0.3% vs prev
Contracts listed
79
55 calls · 43 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
30.00
-19.1% from close
2026-10-16
GEX flip
27.34
-26.3% from close
Net GEX
539,954
4,205,575 per 100k OI
Call wall
40.00
+7.8% from close
Put wall
30.00
-19.1% from close
Put/call OI
0.62
4,921 puts / 7,918 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
11.8
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
8.6 pp
put IV minus call IV
IV butterfly
-2.6 pp
front-window smile convexity
Volume / open interest
0.06
718 contracts traded
Normalized net delta
0.230
option-holder convention
Modeled dealer delta
-0.228
opposite-side scenario
Vanna / 100k OI
2,524
volatility-sensitive delta
Charm / 100k OI
-1,093,286
time-decay-sensitive delta
IV surface range
18.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CEVA closed 3.9% below its gamma max of 38.56. It is 20.6% above the delta neutral price of 29.46. Total open interest is 12,839, +0.3% 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

← SRRK (#1892) GOOS (#1894) →

Questions people ask about CEVA

Where is CEVA's gamma max today?

As of Oct 2, 2026, the gamma max for CEVA is 38.56, +3.9% from the 37.10 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 CEVA above or below its delta neutral price?

CEVA closed above delta neutral: 37.10 against a delta neutral price of 29.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CEVA have?

12,839 contracts of open interest across 79 listed contracts on Oct 2, 2026, +0.3% 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.