Data through close

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

As of close · rank #1219 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CFG's nearest-expiration max pain is 65.00 for 2026-10-16, its GEX flip is 40.82, net GEX is 825,199, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
64.33
prev 63.70
Gamma max
72.56
+12.8% from close
Delta neutral
60.95
-5.2% from close
Gamma neutral
40.82
-36.5% from close
Open interest
33,666
+1.5% vs prev
Contracts listed
209
139 calls · 103 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
65.00
+1.0% from close
2026-10-16
GEX flip
40.82
-36.5% from close
Net GEX
825,199
2,451,133 per 100k OI
Call wall
67.50
+4.9% from close
Put wall
65.00
+1.0% from close
Put/call OI
0.49
11,056 puts / 22,610 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
71.3
within trailing 52-week range
Front / back ATM IV
+34.6% / +29.0%
5.6 pp front premium
Expected move
+6.8%
14 DTE · one standard deviation
ATM straddle / spot
+5.3%
front-window midpoint premium
25Δ risk reversal
256.6 pp
put IV minus call IV
IV butterfly
1.6 pp
front-window smile convexity
Volume / open interest
0.02
571 contracts traded
Normalized net delta
0.118
option-holder convention
Modeled dealer delta
-0.110
opposite-side scenario
Vanna / 100k OI
1,865
volatility-sensitive delta
Charm / 100k OI
556,012
time-decay-sensitive delta
IV surface range
263.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CFG closed 12.8% below its gamma max of 72.56. It is 5.2% above the delta neutral price of 60.95. Total open interest is 33,666, +1.5% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← VCX (#1218) HCA (#1220) →

Questions people ask about CFG

Where is CFG's gamma max today?

As of Oct 2, 2026, the gamma max for CFG is 72.56, +12.8% from the 64.33 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 CFG above or below its delta neutral price?

CFG closed above delta neutral: 64.33 against a delta neutral price of 60.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CFG have?

33,666 contracts of open interest across 209 listed contracts on Oct 2, 2026, +1.5% 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.