Data through close

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

As of close · rank #4295 by open interest · snapshot page

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CIB's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 93.60, net GEX is -9,603, its put/call open-interest ratio is 0.91. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
91.91
prev 91.08
Gamma max
103.04
+12.1% from close
Delta neutral
94.83
+3.2% from close
Gamma neutral
93.60
+1.8% from close
Open interest
309
+3.0% vs prev
Contracts listed
45
22 calls · 23 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
95.00
+3.4% from close
2026-10-16
GEX flip
93.60
+1.8% from close
Net GEX
-9,603
-3,107,895 per 100k OI
Call wall
100.00
+8.8% from close
Put wall
92.50
+0.6% from close
Put/call OI
0.91
147 puts / 162 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
30.3
within trailing 52-week range
Front / back ATM IV
+43.6% / +38.4%
5.1 pp front premium
Expected move
+8.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
3 contracts traded
Normalized net delta
-0.082
option-holder convention
Modeled dealer delta
0.082
opposite-side scenario
Vanna / 100k OI
971
volatility-sensitive delta
Charm / 100k OI
-614,239
time-decay-sensitive delta
IV surface range
13.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CIB closed 12.1% below its gamma max of 103.04. It is 3.2% below the delta neutral price of 94.83. Total open interest is 309, +3.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← AMZA (#4294) USIG (#4296) →

Questions people ask about CIB

Where is CIB's gamma max today?

As of Oct 2, 2026, the gamma max for CIB is 103.04, +12.1% from the 91.91 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 CIB above or below its delta neutral price?

CIB closed below delta neutral: 91.91 against a delta neutral price of 94.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CIB have?

309 contracts of open interest across 45 listed contracts on Oct 2, 2026, +3.0% 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.