CHTR max pain, gamma exposure (GEX) & options open interest
As of close · rank #404 by open interest · 1,394 sessions of history since Dec 1, 2020
CHTR's nearest-expiration max pain is 120.00 for 2026-10-09, its GEX flip is 136.61, net GEX is -1,163,822, its put/call open-interest ratio is 0.46. 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: smile convexity 17.8 pp · OI change 0.09σ
CHTR closed 66.1% below its gamma max of 181.57. It is 7.0% below the delta neutral price of 116.94. Total open interest is 199,738, +0.5% versus the previous session. Its options catalyst-intensity score is 50.4 out of 100, led by smile convexity 17.8 pp, OI change 0.09σ. 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 | +20 contracts · +0.0% |
| Put OI change, 1 session | +1,072 contracts · +1.7% |
| Call minus put OI growth, 1 session | -1.7 pp |
| Call OI change, 5 sessions | +9,145 contracts · +7.2% |
| Put OI change, 5 sessions | +3,981 contracts · +6.7% |
| Call minus put OI growth, 5 sessions | +0.5 pp |
| Daily call OI change surprise | -0.07σ (252 prior changes) |
| Daily put OI change surprise | +0.32σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.63σ (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 10 completed Day +10 paths · latest Aug 7, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | +0.1% | -1.0% to +0.5% | 60% | -1.6% to +1.1% | 0.0% |
| Day +2 | 10 | -0.7% | -1.5% to +0.8% | 30% | -3.8% to +2.3% | 0.0% |
| Day +3 | 10 | -1.4% | -2.0% to +0.2% | 30% | -5.6% to +1.5% | 0.0% |
| Day +4 | 10 | -0.7% | -2.1% to +0.8% | 40% | -4.8% to +2.6% | 0.0% |
| Day +5 | 10 | -0.1% | -3.6% to +1.3% | 50% | -4.1% to +1.6% | 0.0% |
| Day +6 | 10 | -0.8% | -4.8% to +2.6% | 50% | -5.6% to +2.7% | 0.0% |
| Day +7 | 10 | -0.4% | -5.0% to +2.8% | 50% | -6.1% to +5.4% | 0.0% |
| Day +8 | 10 | +1.5% | -5.9% to +3.6% | 50% | -7.0% to +4.5% | 0.0% |
| Day +9 | 10 | -0.6% | -5.5% to +3.8% | 50% | -6.4% to +4.2% | 0.0% |
| Day +10 | 10 | -0.6% | -4.7% to +1.9% | 50% | -5.3% to +4.2% | 0.0% |
Crosses above gamma max 10 completed Day +10 paths · latest Aug 6, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | -0.2% | -0.8% to +1.7% | 50% | -1.7% to +2.0% | 0.0% |
| Day +2 | 10 | +0.2% | -0.6% to +2.5% | 50% | -2.5% to +4.3% | 0.0% |
| Day +3 | 10 | +0.4% | -1.0% to +1.6% | 60% | -2.7% to +2.8% | 0.0% |
| Day +4 | 10 | +1.3% | -3.9% to +1.9% | 60% | -4.6% to +3.0% | 0.0% |
| Day +5 | 10 | +1.0% | -1.0% to +2.0% | 60% | -6.1% to +2.4% | 0.0% |
| Day +6 | 10 | +1.6% | -1.5% to +2.6% | 70% | -5.3% to +2.8% | 0.0% |
| Day +7 | 10 | +1.6% | -3.3% to +3.6% | 70% | -7.5% to +4.1% | 0.0% |
| Day +8 | 10 | +0.8% | -2.7% to +3.3% | 70% | -5.8% to +4.0% | 0.0% |
| Day +9 | 10 | +1.4% | -2.9% to +4.1% | 50% | -6.5% to +4.2% | 0.0% |
| Day +10 | 10 | +1.2% | -4.4% to +4.0% | 50% | -6.1% to +4.5% | 0.0% |
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 | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 21 |
| Prior-year sessions closer to gamma max | 98.8% of 252 |
| Prior-year sessions closer to delta neutral | 61.9% of 252 |
| Open interest percentile (1y) | 83th |
| Daily open interest change versus prior year | +0.09σ (1,092 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +7.0% |
| Open interest change, 21 sessions | -1.3% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 145.74 vs 148.28 (-1.7%)
- closed above delta neutral at 158.97 vs 150.45 (+5.4%)
- closed below delta neutral at 146.19 vs 148.06 (-1.3%)
- closed below gamma max at 152.57 vs 159.39 (-4.5%)
- closed above gamma max at 157.44 vs 157.13 (+0.2%)
- closed above delta neutral at 139.97 vs 135.16 (+3.4%)
- closed below delta neutral at 133.54 vs 137.11 (-2.7%)
- closed above delta neutral at 137.97 vs 137.55 (+0.3%)
- closed below delta neutral at 137.20 vs 137.41 (-0.2%)
- closed above delta neutral at 146.17 vs 137.64 (+5.8%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
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/CHTR
Questions people ask about CHTR
Where is CHTR's gamma max today?
As of Oct 2, 2026, the gamma max for CHTR is 181.57, +66.1% from the 109.29 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 CHTR above or below its delta neutral price?
CHTR closed below delta neutral: 109.29 against a delta neutral price of 116.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHTR have?
199,738 contracts of open interest across 984 listed contracts on Oct 2, 2026, +0.5% 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.