Data through close

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

As of close · rank #2701 by open interest · snapshot page

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CLFD's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 14.49, net GEX is 349,531, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
33.48
prev 32.17
Gamma max
34.62
+3.4% from close
Delta neutral
22.51
-32.8% from close
Gamma neutral
14.49
-56.7% from close
Open interest
4,093
+1.4% vs prev
Contracts listed
43
28 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
30.00
-10.4% from close
2026-10-16
GEX flip
14.49
-56.7% from close
Net GEX
349,531
8,539,737 per 100k OI
Call wall
35.00
+4.5% from close
Put wall
30.00
-10.4% from close
Put/call OI
0.10
372 puts / 3,721 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
17.9
within trailing 52-week range
Front / back ATM IV
+56.1% / +60.2%
-4.0 pp front premium
Expected move
+11.0%
14 DTE · one standard deviation
ATM straddle / spot
+9.3%
front-window midpoint premium
25Δ risk reversal
88.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
137 contracts traded
Normalized net delta
0.272
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
2,981
volatility-sensitive delta
Charm / 100k OI
-355,998
time-decay-sensitive delta
IV surface range
212.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CLFD closed 3.4% below its gamma max of 34.62. It is 32.8% above the delta neutral price of 22.51. Total open interest is 4,093, +1.4% 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

← CRC (#2700) EXTR (#2702) →

Questions people ask about CLFD

Where is CLFD's gamma max today?

As of Oct 2, 2026, the gamma max for CLFD is 34.62, +3.4% from the 33.48 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 CLFD above or below its delta neutral price?

CLFD closed above delta neutral: 33.48 against a delta neutral price of 22.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CLFD have?

4,093 contracts of open interest across 43 listed contracts on Oct 2, 2026, +1.4% 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.