Data through close

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

As of close · rank #1809 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CNI's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 95.75, net GEX is 3,572,546, its put/call open-interest ratio is 0.30. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
119.77
prev 117.16
Gamma max
117.69
-1.7% from close
Delta neutral
112.66
-5.9% from close
Gamma neutral
95.75
-20.1% from close
Open interest
14,355
-0.3% vs prev
Contracts listed
97
56 calls · 46 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
-4.0% from close
2026-10-16
GEX flip
95.75
-20.1% from close
Net GEX
3,572,546
24,887,119 per 100k OI
Call wall
115.00
-4.0% from close
Put wall
120.00
+0.2% from close
Put/call OI
0.30
3,300 puts / 11,055 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
16.7
within trailing 52-week range
Front / back ATM IV
+22.0% / +23.5%
-1.5 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+2.7%
front-window midpoint premium
25Δ risk reversal
200.7 pp
put IV minus call IV
IV butterfly
6.1 pp
front-window smile convexity
Volume / open interest
0.00
23 contracts traded
Normalized net delta
0.236
option-holder convention
Modeled dealer delta
-0.234
opposite-side scenario
Vanna / 100k OI
599
volatility-sensitive delta
Charm / 100k OI
-4,884,061
time-decay-sensitive delta
IV surface range
205.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CNI closed 1.7% above its gamma max of 117.69. It is 5.9% above the delta neutral price of 112.66. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 14,355, -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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← TM (#1808) AGX (#1810) →

Questions people ask about CNI

Where is CNI's gamma max today?

As of Oct 2, 2026, the gamma max for CNI is 117.69, -1.7% from the 119.77 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 CNI above or below its delta neutral price?

CNI closed above delta neutral: 119.77 against a delta neutral price of 112.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CNI have?

14,355 contracts of open interest across 97 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.