CLMT max pain, gamma exposure (GEX) & options open interest
As of close · rank #501 by open interest · 1,394 sessions of history since Dec 1, 2020
CLMT's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 35.85, net GEX is 3,208,733, its put/call open-interest ratio is 0.87. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 14d expected move +11.9% · OI change 0.05σ · smile convexity 12.2 pp
CLMT closed 9.9% below its gamma max of 60.74. It is 24.2% above the delta neutral price of 41.89. Total open interest is 145,135, +0.3% versus the previous session. Its options catalyst-intensity score is 57.3 out of 100, led by 14d expected move +11.9%, OI change 0.05σ, smile convexity 12.2 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +508 contracts · +0.7% |
| Put OI change, 1 session | -67 contracts · -0.1% |
| Call minus put OI growth, 1 session | +0.8 pp |
| Call OI change, 5 sessions | +1,934 contracts · +2.6% |
| Put OI change, 5 sessions | +1,036 contracts · +1.6% |
| Call minus put OI growth, 5 sessions | +1.0 pp |
| Daily call OI change surprise | +0.09σ (252 prior changes) |
| Daily put OI change surprise | -0.06σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.14σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 41 completed Day +10 paths · latest Sep 21, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 42 | -0.1% | -1.9% to +1.3% | 48% | -1.0% to +0.7% | 0.0% |
| Day +2 | 42 | +0.1% | -1.2% to +2.4% | 52% | -0.3% to +0.9% | 0.0% |
| Day +3 | 42 | +0.5% | -1.5% to +3.2% | 55% | -0.5% to +1.5% | 0.0% |
| Day +4 | 42 | +0.7% | -2.5% to +4.7% | 57% | -0.4% to +1.6% | 0.0% |
| Day +5 | 42 | +0.7% | -3.0% to +5.5% | 57% | -0.3% to +1.9% | 0.0% |
| Day +6 | 42 | -0.1% | -2.4% to +3.6% | 45% | -0.8% to +1.6% | 0.0% |
| Day +7 | 42 | -0.3% | -4.1% to +1.7% | 45% | -1.4% to +0.4% | 0.0% |
| Day +8 | 42 | -0.2% | -4.9% to +5.0% | 48% | -2.2% to +1.6% | 0.0% |
| Day +9 | 42 | -0.3% | -4.5% to +5.5% | 48% | -4.1% to +3.1% | 0.0% |
| Day +10 | 41 | +0.4% | -5.3% to +6.0% | 54% | -1.3% to +4.8% | 0.0% |
Crosses above gamma max 40 completed Day +10 paths · latest Sep 9, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 40 | +0.3% | -1.3% to +2.6% | 65% | +0.1% to +1.4% | +0.1% |
| Day +2 | 40 | +1.5% | -2.3% to +4.8% | 57% | -0.4% to +3.1% | 0.0% |
| Day +3 | 40 | +0.9% | -2.0% to +5.2% | 63% | -0.1% to +1.9% | 0.0% |
| Day +4 | 40 | +1.3% | -2.0% to +5.9% | 63% | -0.4% to +3.9% | 0.0% |
| Day +5 | 40 | +1.2% | -2.8% to +6.9% | 60% | -0.9% to +4.2% | 0.0% |
| Day +6 | 40 | +0.9% | -2.7% to +6.8% | 57% | -1.2% to +2.8% | 0.0% |
| Day +7 | 40 | +0.5% | -2.5% to +6.1% | 60% | -0.7% to +3.9% | 0.0% |
| Day +8 | 40 | +2.2% | -3.3% to +6.7% | 57% | -1.2% to +4.9% | 0.0% |
| Day +9 | 40 | +2.9% | -3.2% to +7.6% | 57% | -0.4% to +6.1% | 0.0% |
| Day +10 | 40 | +2.3% | -4.9% to +8.5% | 57% | -0.7% to +5.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 35% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 77.8% of 252 |
| Prior-year sessions closer to delta neutral | 63.1% of 252 |
| Open interest percentile (1y) | 83th |
| Daily open interest change versus prior year | +0.05σ (441 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.1% |
| Open interest change, 21 sessions | +12.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 58.12 vs 59.06 (-1.6%)
- closed above gamma max at 55.69 vs 54.56 (+2.0%)
- closed below gamma max at 49.19 vs 49.63 (-0.9%)
- closed above gamma max at 48.35 vs 48.17 (+0.4%)
- closed below gamma max at 47.72 vs 47.93 (-0.4%)
- closed above gamma max at 46.04 vs 45.50 (+1.2%)
- closed below gamma max at 42.37 vs 42.71 (-0.8%)
- closed above gamma max at 43.75 vs 42.59 (+2.7%)
- closed below gamma max at 41.69 vs 42.31 (-1.5%)
- closed above gamma max at 41.08 vs 40.66 (+1.0%)
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/CLMT
Questions people ask about CLMT
Where is CLMT's gamma max today?
As of Oct 2, 2026, the gamma max for CLMT is 60.74, +9.9% from the 55.28 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 CLMT above or below its delta neutral price?
CLMT closed above delta neutral: 55.28 against a delta neutral price of 41.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CLMT have?
145,135 contracts of open interest across 248 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.