Data through close

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

As of close · rank #3471 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CMP's nearest-expiration max pain is 22.50 for 2026-10-16, net GEX is 14,918, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.20
prev 21.81
Gamma max
27.05
+21.9% from close
Delta neutral
21.31
-4.0% from close
Gamma neutral
22.20
0.0% from close
Open interest
1,383
+0.3% vs prev
Contracts listed
45
33 calls · 18 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
22.50
+1.4% from close
2026-10-16
GEX flip
–
Net GEX
14,918
1,078,671 per 100k OI
Call wall
27.50
+23.9% from close
Put wall
25.00
+12.6% from close
Put/call OI
0.51
470 puts / 913 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
80.3
within trailing 52-week range
Front / back ATM IV
+47.9% / +69.5%
-21.6 pp front premium
Expected move
+9.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-3.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
12 contracts traded
Normalized net delta
0.112
option-holder convention
Modeled dealer delta
-0.112
opposite-side scenario
Vanna / 100k OI
1,012
volatility-sensitive delta
Charm / 100k OI
120,752
time-decay-sensitive delta
IV surface range
30.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CMP closed 21.9% below its gamma max of 27.05. It is 4.0% above the delta neutral price of 21.31. Total open interest is 1,383, +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

Neighbours by open interest

← RS (#3470) DRV (#3472) →

Questions people ask about CMP

Where is CMP's gamma max today?

As of Oct 2, 2026, the gamma max for CMP is 27.05, +21.9% from the 22.20 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 CMP above or below its delta neutral price?

CMP closed above delta neutral: 22.20 against a delta neutral price of 21.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CMP have?

1,383 contracts of open interest across 45 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.