Data through close

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

As of close · rank #1863 by open interest · snapshot page

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CGEM's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 22.51, net GEX is -456,057, its put/call open-interest ratio is 1.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.51
prev 14.53
Gamma max
29.14
+87.9% from close
Delta neutral
16.67
+7.5% from close
Gamma neutral
22.51
+45.2% from close
Open interest
13,305
+0.0% vs prev
Contracts listed
150
104 calls · 84 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
20.00
+28.9% from close
2026-10-16
GEX flip
22.51
+45.2% from close
Net GEX
-456,057
-3,427,712 per 100k OI
Call wall
20.00
+28.9% from close
Put wall
15.00
-3.3% from close
Put/call OI
1.29
7,505 puts / 5,800 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
32.2
within trailing 52-week range
Front / back ATM IV
+66.9% / +123.0%
-56.1 pp front premium
Expected move
+13.1%
14 DTE · one standard deviation
ATM straddle / spot
+34.8%
front-window midpoint premium
25Δ risk reversal
-35.4 pp
put IV minus call IV
IV butterfly
22.9 pp
front-window smile convexity
Volume / open interest
0.04
559 contracts traded
Normalized net delta
-0.043
option-holder convention
Modeled dealer delta
0.043
opposite-side scenario
Vanna / 100k OI
1,383
volatility-sensitive delta
Charm / 100k OI
1,096,738
time-decay-sensitive delta
IV surface range
94.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CGEM closed 87.9% below its gamma max of 29.14. It is 7.5% below the delta neutral price of 16.67. Total open interest is 13,305, +0.0% 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

← HUBB (#1862) EMN (#1864) →

Questions people ask about CGEM

Where is CGEM's gamma max today?

As of Oct 2, 2026, the gamma max for CGEM is 29.14, +87.9% from the 15.51 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 CGEM above or below its delta neutral price?

CGEM closed below delta neutral: 15.51 against a delta neutral price of 16.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CGEM have?

13,305 contracts of open interest across 150 listed contracts on Oct 2, 2026, +0.0% 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.