CGC max pain, gamma exposure (GEX) & options open interest
As of close · rank #303 by open interest · 1,334 sessions of history since Dec 1, 2020
CGC's nearest-expiration max pain is 1.00 for 2026-10-09, net GEX is 7,509,326, its put/call open-interest ratio is 0.14. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · 25Δ risk reversal -64.4 pp
CGC closed 12.5% below its gamma max of 0.99. It is 29.3% above the delta neutral price of 0.62. Total open interest is 303,639, -1.3% versus the previous session. Its options catalyst-intensity score is 58.7 out of 100, led by IV rank 100, 25Δ risk reversal -64.4 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,473 contracts · -1.3% |
| Put OI change, 1 session | -662 contracts · -1.7% |
| Call minus put OI growth, 1 session | +0.4 pp |
| Call OI change, 5 sessions | +1,581 contracts · +0.6% |
| Put OI change, 5 sessions | -103 contracts · -0.3% |
| Call minus put OI growth, 5 sessions | +0.9 pp |
| Daily call OI change surprise | -0.15σ (252 prior changes) |
| Daily put OI change surprise | -0.19σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.10σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 30 completed Day +10 paths · latest Aug 28, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 30 | -1.1% | -5.2% to +1.1% | 37% | -2.8% to +0.0% | 0.0% |
| Day +2 | 30 | -2.8% | -5.4% to +1.9% | 33% | -4.8% to -0.6% | -0.6% |
| Day +3 | 30 | -2.0% | -6.2% to +9.3% | 40% | -4.5% to +4.2% | 0.0% |
| Day +4 | 30 | -1.8% | -7.0% to +10.1% | 40% | -3.1% to +6.1% | 0.0% |
| Day +5 | 30 | -2.3% | -10.1% to +7.9% | 43% | -7.9% to +5.8% | 0.0% |
| Day +6 | 30 | -4.2% | -14.0% to +9.9% | 40% | -8.7% to +4.6% | 0.0% |
| Day +7 | 30 | -4.3% | -16.5% to +7.9% | 40% | -9.6% to +2.1% | 0.0% |
| Day +8 | 30 | -7.8% | -16.4% to +8.6% | 40% | -11.5% to +2.1% | 0.0% |
| Day +9 | 30 | -6.7% | -16.8% to +6.1% | 37% | -11.4% to +0.5% | 0.0% |
| Day +10 | 30 | -8.3% | -13.0% to +0.4% | 27% | -11.9% to -3.8% | -3.8% |
Crosses above gamma max 24 completed Day +10 paths · latest Aug 19, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 24 | +0.2% | -2.3% to +1.7% | 50% | -1.8% to +1.5% | 0.0% |
| Day +2 | 24 | -1.5% | -6.2% to +1.3% | 42% | -4.5% to +1.0% | 0.0% |
| Day +3 | 24 | -2.5% | -9.5% to +3.6% | 42% | -7.4% to +2.0% | 0.0% |
| Day +4 | 24 | -1.0% | -8.5% to +4.1% | 46% | -4.0% to +2.9% | 0.0% |
| Day +5 | 24 | -1.9% | -9.4% to +3.1% | 33% | -6.9% to +2.4% | 0.0% |
| Day +6 | 24 | -3.1% | -11.8% to +4.1% | 29% | -9.6% to -0.8% | -0.8% |
| Day +7 | 24 | -6.3% | -18.5% to +5.3% | 29% | -16.3% to -1.6% | -1.6% |
| Day +8 | 24 | -6.4% | -18.4% to +2.3% | 29% | -17.0% to -4.1% | -4.1% |
| Day +9 | 24 | -9.5% | -20.9% to +1.6% | 29% | -19.3% to -4.5% | -4.5% |
| Day +10 | 24 | -14.0% | -20.9% to +1.6% | 29% | -19.4% to -0.2% | -0.2% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 37.7% of 252 |
| Prior-year sessions closer to delta neutral | 14.3% of 252 |
| Open interest percentile (1y) | 31th |
| Daily open interest change versus prior year | -0.16σ (-4,135 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.5% |
| Open interest change, 21 sessions | +3.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 1.00 vs 1.00 (-0.5%)
- closed above gamma max at 1.04 vs 0.99 (+4.4%)
- closed below gamma max at 0.99 vs 0.99 (-0.1%)
- closed above gamma max at 1.00 vs 0.99 (+0.6%)
- closed below gamma max at 0.93 vs 0.94 (-1.1%)
- closed above gamma max at 0.96 vs 0.94 (+1.7%)
- closed below gamma max at 0.96 vs 0.97 (-1.0%)
- closed above gamma max at 0.96 vs 0.94 (+1.8%)
- closed below gamma max at 1.03 vs 1.22 (-18.4%)
- closed above gamma max at 1.04 vs 0.50 (+51.9%)
In today's screens
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Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/CGC
Questions people ask about CGC
Where is CGC's gamma max today?
As of Oct 2, 2026, the gamma max for CGC is 0.99, +12.5% from the 0.88 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 CGC above or below its delta neutral price?
CGC closed above delta neutral: 0.88 against a delta neutral price of 0.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CGC have?
303,639 contracts of open interest across 81 listed contracts on Oct 2, 2026, -1.3% 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.