Data through close

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

As of close · rank #3279 by open interest · snapshot page

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CNA's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 43.57, net GEX is 332,739, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
46.34
prev 45.88
Gamma max
49.75
+7.4% from close
Delta neutral
45.06
-2.8% from close
Gamma neutral
43.57
-6.0% from close
Open interest
1,824
0.0% vs prev
Contracts listed
26
15 calls · 12 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
45.00
-2.9% from close
2026-10-16
GEX flip
43.57
-6.0% from close
Net GEX
332,739
18,242,265 per 100k OI
Call wall
50.00
+7.9% from close
Put wall
40.00
-13.7% from close
Put/call OI
0.35
473 puts / 1,351 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
38.6
within trailing 52-week range
Front / back ATM IV
+25.1% / +32.3%
-7.2 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+9.6%
front-window midpoint premium
25Δ risk reversal
194.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
19 contracts traded
Normalized net delta
0.061
option-holder convention
Modeled dealer delta
-0.061
opposite-side scenario
Vanna / 100k OI
3,399
volatility-sensitive delta
Charm / 100k OI
-299,945
time-decay-sensitive delta
IV surface range
198.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CNA closed 7.4% below its gamma max of 49.75. It is 2.8% above the delta neutral price of 45.06. Total open interest is 1,824, 0.0% 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

← TSMG (#3278) SUPN (#3280) →

Questions people ask about CNA

Where is CNA's gamma max today?

As of Oct 2, 2026, the gamma max for CNA is 49.75, +7.4% from the 46.34 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 CNA above or below its delta neutral price?

CNA closed above delta neutral: 46.34 against a delta neutral price of 45.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CNA have?

1,824 contracts of open interest across 26 listed contracts on Oct 2, 2026, 0.0% 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.