Data through close

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

As of close · rank #2772 by open interest · snapshot page

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CHPY's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 64.60, net GEX is 548,041, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.54
prev 70.40
Gamma max
72.57
+1.4% from close
Delta neutral
68.42
-4.4% from close
Gamma neutral
64.60
-9.7% from close
Open interest
3,659
+7.8% vs prev
Contracts listed
110
55 calls · 57 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
70.00
-2.2% from close
2026-10-16
GEX flip
64.60
-9.7% from close
Net GEX
548,041
14,977,883 per 100k OI
Call wall
70.00
-2.2% from close
Put wall
70.00
-2.2% from close
Put/call OI
0.58
1,350 puts / 2,309 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
4.8
within trailing 52-week range
Front / back ATM IV
+32.3% / +28.6%
3.7 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
-62.4 pp
put IV minus call IV
IV butterfly
7.4 pp
front-window smile convexity
Volume / open interest
0.09
325 contracts traded
Normalized net delta
0.225
option-holder convention
Modeled dealer delta
-0.210
opposite-side scenario
Vanna / 100k OI
519
volatility-sensitive delta
Charm / 100k OI
-1,624,898
time-decay-sensitive delta
IV surface range
128.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CHPY closed 1.4% below its gamma max of 72.57. It is 4.4% above the delta neutral price of 68.42. Total open interest is 3,659, +7.8% 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

← SOXQ (#2771) SPYD (#2773) →

Questions people ask about CHPY

Where is CHPY's gamma max today?

As of Oct 2, 2026, the gamma max for CHPY is 72.57, +1.4% from the 71.54 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 CHPY above or below its delta neutral price?

CHPY closed above delta neutral: 71.54 against a delta neutral price of 68.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CHPY have?

3,659 contracts of open interest across 110 listed contracts on Oct 2, 2026, +7.8% 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.