Data through close

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

As of close · rank #750 by open interest · snapshot page

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CF's nearest-expiration max pain is 123.00 for 2026-10-09, its GEX flip is 118.60, net GEX is -969,276, its put/call open-interest ratio is 0.86. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
115.10
prev 114.56
Gamma max
140.44
+22.0% from close
Delta neutral
115.40
+0.3% from close
Gamma neutral
118.60
+3.0% from close
Open interest
79,251
-4.5% vs prev
Contracts listed
649
403 calls · 322 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
123.00
+6.9% from close
2026-10-09
GEX flip
118.60
+3.0% from close
Net GEX
-969,276
-1,223,046 per 100k OI
Call wall
130.00
+12.9% from close
Put wall
115.00
-0.1% from close
Put/call OI
0.86
36,587 puts / 42,664 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
100.0
within trailing 52-week range
Front / back ATM IV
+41.8% / +45.3%
-3.4 pp front premium
Expected move
+5.8%
7 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
-55.8 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.02
1,842 contracts traded
Normalized net delta
0.016
option-holder convention
Modeled dealer delta
-0.016
opposite-side scenario
Vanna / 100k OI
3,840
volatility-sensitive delta
Charm / 100k OI
921,700
time-decay-sensitive delta
IV surface range
198.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CF closed 22.0% below its gamma max of 140.44. It is 0.3% below the delta neutral price of 115.40. Total open interest is 79,251, -4.5% 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

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Neighbours by open interest

← CSGP (#749) AR (#751) →

Questions people ask about CF

Where is CF's gamma max today?

As of Oct 2, 2026, the gamma max for CF is 140.44, +22.0% from the 115.10 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 CF above or below its delta neutral price?

CF closed below delta neutral: 115.10 against a delta neutral price of 115.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CF have?

79,251 contracts of open interest across 649 listed contracts on Oct 2, 2026, -4.5% 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.