Data through close

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

As of close · rank #757 by open interest · snapshot page

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CI's nearest-expiration max pain is 272.50 for 2026-10-09, its GEX flip is 271.76, net GEX is -300,439, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
270.53
prev 267.96
Gamma max
295.24
+9.1% from close
Delta neutral
260.00
-3.9% from close
Gamma neutral
271.76
+0.5% from close
Open interest
78,401
-5.9% vs prev
Contracts listed
512
304 calls · 263 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
272.50
+0.7% from close
2026-10-09
GEX flip
271.76
+0.5% from close
Net GEX
-300,439
-383,208 per 100k OI
Call wall
260.00
-3.9% from close
Put wall
260.00
-3.9% from close
Put/call OI
0.53
26,995 puts / 51,406 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
68.3
within trailing 52-week range
Front / back ATM IV
+30.3% / +33.5%
-3.2 pp front premium
Expected move
+4.2%
7 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
0.2 pp
put IV minus call IV
IV butterfly
-3.4 pp
front-window smile convexity
Volume / open interest
0.02
1,338 contracts traded
Normalized net delta
0.145
option-holder convention
Modeled dealer delta
-0.127
opposite-side scenario
Vanna / 100k OI
-181
volatility-sensitive delta
Charm / 100k OI
1,257,950
time-decay-sensitive delta
IV surface range
132.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CI closed 9.1% below its gamma max of 295.24. It is 3.9% above the delta neutral price of 260.00. Total open interest is 78,401, -5.9% 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

← KVYO (#756) DXCM (#758) →

Questions people ask about CI

Where is CI's gamma max today?

As of Oct 2, 2026, the gamma max for CI is 295.24, +9.1% from the 270.53 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 CI above or below its delta neutral price?

CI closed above delta neutral: 270.53 against a delta neutral price of 260.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CI have?

78,401 contracts of open interest across 512 listed contracts on Oct 2, 2026, -5.9% 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.