Data through close

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

As of close · rank #2463 by open interest · snapshot page

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CINF's nearest-expiration max pain is 165.00 for 2026-10-16, its GEX flip is 149.63, net GEX is 723,033, its put/call open-interest ratio is 0.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
161.95
prev 162.15
Gamma max
171.12
+5.7% from close
Delta neutral
160.07
-1.2% from close
Gamma neutral
149.63
-7.6% from close
Open interest
5,957
+2.3% vs prev
Contracts listed
103
64 calls · 45 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
165.00
+1.9% from close
2026-10-16
GEX flip
149.63
-7.6% from close
Net GEX
723,033
12,137,532 per 100k OI
Call wall
170.00
+5.0% from close
Put wall
175.00
+8.1% from close
Put/call OI
0.32
1,436 puts / 4,521 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
15.0
within trailing 52-week range
Front / back ATM IV
+22.1% / +24.3%
-2.3 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
4.4 pp
put IV minus call IV
IV butterfly
-0.4 pp
front-window smile convexity
Volume / open interest
0.05
299 contracts traded
Normalized net delta
0.039
option-holder convention
Modeled dealer delta
-0.039
opposite-side scenario
Vanna / 100k OI
3,794
volatility-sensitive delta
Charm / 100k OI
-295,149
time-decay-sensitive delta
IV surface range
32.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CINF closed 5.7% below its gamma max of 171.12. It is 1.2% above the delta neutral price of 160.07. Total open interest is 5,957, +2.3% 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

← LTRX (#2462) UHS (#2464) →

Questions people ask about CINF

Where is CINF's gamma max today?

As of Oct 2, 2026, the gamma max for CINF is 171.12, +5.7% from the 161.95 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 CINF above or below its delta neutral price?

CINF closed above delta neutral: 161.95 against a delta neutral price of 160.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CINF have?

5,957 contracts of open interest across 103 listed contracts on Oct 2, 2026, +2.3% 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.