Data through close

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

As of close · rank #2405 by open interest · snapshot page

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CMRE's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 13.87, net GEX is 148,209, its put/call open-interest ratio is 0.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.44
prev 15.23
Gamma max
17.74
+14.9% from close
Delta neutral
14.79
-4.2% from close
Gamma neutral
13.87
-10.2% from close
Open interest
6,442
-0.1% vs prev
Contracts listed
43
27 calls · 21 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
16.00
+3.6% from close
2026-10-16
GEX flip
13.87
-10.2% from close
Net GEX
148,209
2,300,664 per 100k OI
Call wall
17.00
+10.1% from close
Put wall
16.00
+3.6% from close
Put/call OI
0.79
2,852 puts / 3,590 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
69.9
within trailing 52-week range
Front / back ATM IV
+38.7% / +36.2%
2.5 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
10.6 pp
put IV minus call IV
IV butterfly
-14.2 pp
front-window smile convexity
Volume / open interest
0.01
50 contracts traded
Normalized net delta
0.077
option-holder convention
Modeled dealer delta
-0.076
opposite-side scenario
Vanna / 100k OI
3,539
volatility-sensitive delta
Charm / 100k OI
42,332
time-decay-sensitive delta
IV surface range
20.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CMRE closed 14.9% below its gamma max of 17.74. It is 4.2% above the delta neutral price of 14.79. Total open interest is 6,442, -0.1% 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

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In today's screens

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Neighbours by open interest

← USFD (#2404) URGN (#2406) →

Questions people ask about CMRE

Where is CMRE's gamma max today?

As of Oct 2, 2026, the gamma max for CMRE is 17.74, +14.9% from the 15.44 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 CMRE above or below its delta neutral price?

CMRE closed above delta neutral: 15.44 against a delta neutral price of 14.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CMRE have?

6,442 contracts of open interest across 43 listed contracts on Oct 2, 2026, -0.1% 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.