Data through close

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

As of close · rank #1546 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CM's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 111.08, net GEX is -5,965, its put/call open-interest ratio is 0.86. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
111.02
prev 109.95
Gamma max
124.40
+12.1% from close
Delta neutral
111.79
+0.7% from close
Gamma neutral
111.08
+0.1% from close
Open interest
20,569
+6.1% vs prev
Contracts listed
152
86 calls · 85 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
115.00
+3.6% from close
2026-10-16
GEX flip
111.08
+0.1% from close
Net GEX
-5,965
-29,000 per 100k OI
Call wall
115.00
+3.6% from close
Put wall
110.00
-0.9% from close
Put/call OI
0.86
9,534 puts / 11,035 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
28.2
within trailing 52-week range
Front / back ATM IV
+22.2% / +22.8%
-0.7 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
6.5 pp
put IV minus call IV
IV butterfly
2.9 pp
front-window smile convexity
Volume / open interest
0.01
295 contracts traded
Normalized net delta
-0.012
option-holder convention
Modeled dealer delta
0.011
opposite-side scenario
Vanna / 100k OI
2,047
volatility-sensitive delta
Charm / 100k OI
51,291
time-decay-sensitive delta
IV surface range
178.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CM closed 12.1% below its gamma max of 124.40. It is 0.7% below the delta neutral price of 111.79. Total open interest is 20,569, +6.1% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← RAMP (#1545) KYIV (#1547) →

Questions people ask about CM

Where is CM's gamma max today?

As of Oct 2, 2026, the gamma max for CM is 124.40, +12.1% from the 111.02 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 CM above or below its delta neutral price?

CM closed below delta neutral: 111.02 against a delta neutral price of 111.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CM have?

20,569 contracts of open interest across 152 listed contracts on Oct 2, 2026, +6.1% 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.