Data through close

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

As of close · rank #818 by open interest · snapshot page

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CHKP's nearest-expiration max pain is 135.00 for 2026-10-16, its GEX flip is 121.34, net GEX is 2,409,492, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
130.35
prev 130.73
Gamma max
147.24
+13.0% from close
Delta neutral
125.30
-3.9% from close
Gamma neutral
121.34
-6.9% from close
Open interest
69,051
+0.1% vs prev
Contracts listed
237
149 calls · 117 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
135.00
+3.6% from close
2026-10-16
GEX flip
121.34
-6.9% from close
Net GEX
2,409,492
3,489,438 per 100k OI
Call wall
140.00
+7.4% from close
Put wall
130.00
-0.3% from close
Put/call OI
0.49
22,600 puts / 46,451 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
41.5
within trailing 52-week range
Front / back ATM IV
+39.7% / +45.2%
-5.5 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.1%
front-window midpoint premium
25Δ risk reversal
-63.6 pp
put IV minus call IV
IV butterfly
-12.5 pp
front-window smile convexity
Volume / open interest
0.01
484 contracts traded
Normalized net delta
0.062
option-holder convention
Modeled dealer delta
-0.062
opposite-side scenario
Vanna / 100k OI
2,954
volatility-sensitive delta
Charm / 100k OI
-317,519
time-decay-sensitive delta
IV surface range
87.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CHKP closed 13.0% below its gamma max of 147.24. It is 3.9% above the delta neutral price of 125.30. Total open interest is 69,051, +0.1% 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

← ERIC (#817) SHAZ (#819) →

Questions people ask about CHKP

Where is CHKP's gamma max today?

As of Oct 2, 2026, the gamma max for CHKP is 147.24, +13.0% from the 130.35 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 CHKP above or below its delta neutral price?

CHKP closed above delta neutral: 130.35 against a delta neutral price of 125.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CHKP have?

69,051 contracts of open interest across 237 listed contracts on Oct 2, 2026, +0.1% 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.