Data through close

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

As of close · rank #3255 by open interest · snapshot page

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CIGI's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 105.85, net GEX is -127,802, its put/call open-interest ratio is 1.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
89.78
prev 91.47
Gamma max
123.76
+37.9% from close
Delta neutral
104.97
+16.9% from close
Gamma neutral
105.85
+17.9% from close
Open interest
1,879
+0.3% vs prev
Contracts listed
61
36 calls · 27 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
+5.8% from close
2026-10-16
GEX flip
105.85
+17.9% from close
Net GEX
-127,802
-6,801,571 per 100k OI
Call wall
120.00
+33.7% from close
Put wall
90.00
+0.2% from close
Put/call OI
1.13
997 puts / 882 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
37.9
within trailing 52-week range
Front / back ATM IV
+41.6% / +31.6%
10.0 pp front premium
Expected move
+8.2%
14 DTE · one standard deviation
ATM straddle / spot
+9.1%
front-window midpoint premium
25Δ risk reversal
-10.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
5 contracts traded
Normalized net delta
-0.291
option-holder convention
Modeled dealer delta
0.291
opposite-side scenario
Vanna / 100k OI
53
volatility-sensitive delta
Charm / 100k OI
360,883
time-decay-sensitive delta
IV surface range
28.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CIGI closed 37.9% below its gamma max of 123.76. It is 16.9% below the delta neutral price of 104.97. Total open interest is 1,879, +0.3% 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

← HYFT (#3254) UWM (#3256) →

Questions people ask about CIGI

Where is CIGI's gamma max today?

As of Oct 2, 2026, the gamma max for CIGI is 123.76, +37.9% from the 89.78 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 CIGI above or below its delta neutral price?

CIGI closed below delta neutral: 89.78 against a delta neutral price of 104.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CIGI have?

1,879 contracts of open interest across 61 listed contracts on Oct 2, 2026, +0.3% 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.