Data through close

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

As of close · rank #2156 by open interest · snapshot page

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CLYM's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 13.67, net GEX is -13,046, its put/call open-interest ratio is 0.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.94
prev 11.07
Gamma max
7.11
-35.0% from close
Delta neutral
10.64
-2.7% from close
Gamma neutral
13.67
+25.0% from close
Open interest
8,978
+0.3% vs prev
Contracts listed
74
57 calls · 28 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
12.50
+14.3% from close
2026-10-16
GEX flip
13.67
+25.0% from close
Net GEX
-13,046
-145,312 per 100k OI
Call wall
10.00
-8.6% from close
Put wall
12.50
+14.3% from close
Put/call OI
0.63
3,480 puts / 5,498 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
34.1
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-62.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
125 contracts traded
Normalized net delta
0.042
option-holder convention
Modeled dealer delta
-0.042
opposite-side scenario
Vanna / 100k OI
847
volatility-sensitive delta
Charm / 100k OI
857,151
time-decay-sensitive delta
IV surface range
31.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CLYM closed 35.0% above its gamma max of 7.11. It is 2.7% above the delta neutral price of 10.64. Total open interest is 8,978, +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

← EWU (#2155) ALLE (#2157) →

Questions people ask about CLYM

Where is CLYM's gamma max today?

As of Oct 2, 2026, the gamma max for CLYM is 7.11, -35.0% from the 10.94 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 CLYM above or below its delta neutral price?

CLYM closed above delta neutral: 10.94 against a delta neutral price of 10.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CLYM have?

8,978 contracts of open interest across 74 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.