Data through close

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

As of close · rank #2286 by open interest · snapshot page

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CHAU's nearest-expiration max pain is 21.00 for 2026-10-16, its GEX flip is 11.46, net GEX is 463,459, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.19
prev 19.44
Gamma max
21.73
+13.2% from close
Delta neutral
18.12
-5.6% from close
Gamma neutral
11.46
-40.3% from close
Open interest
7,559
-0.0% vs prev
Contracts listed
96
60 calls · 50 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
21.00
+9.4% from close
2026-10-16
GEX flip
11.46
-40.3% from close
Net GEX
463,459
6,131,219 per 100k OI
Call wall
20.00
+4.2% from close
Put wall
20.00
+4.2% from close
Put/call OI
0.27
1,615 puts / 5,944 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
32.9
within trailing 52-week range
Front / back ATM IV
+39.9% / +40.5%
-0.6 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
+12.1%
front-window midpoint premium
25Δ risk reversal
-40.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
76 contracts traded
Normalized net delta
0.083
option-holder convention
Modeled dealer delta
-0.083
opposite-side scenario
Vanna / 100k OI
4,260
volatility-sensitive delta
Charm / 100k OI
28,827
time-decay-sensitive delta
IV surface range
156.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CHAU closed 13.2% below its gamma max of 21.73. It is 5.6% above the delta neutral price of 18.12. Total open interest is 7,559, -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

← RELX (#2285) TBLA (#2287) →

Questions people ask about CHAU

Where is CHAU's gamma max today?

As of Oct 2, 2026, the gamma max for CHAU is 21.73, +13.2% from the 19.19 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 CHAU above or below its delta neutral price?

CHAU closed above delta neutral: 19.19 against a delta neutral price of 18.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CHAU have?

7,559 contracts of open interest across 96 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.