Data through close

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

As of close · rank #1804 by open interest · snapshot page

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CNP's nearest-expiration max pain is 37.00 for 2026-10-16, its GEX flip is 16.84, net GEX is 4,199,158, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.79
prev 37.21
Gamma max
37.10
-1.8% from close
Delta neutral
34.68
-8.2% from close
Gamma neutral
16.84
-55.4% from close
Open interest
14,478
+0.4% vs prev
Contracts listed
159
108 calls · 60 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
37.00
-2.1% from close
2026-10-16
GEX flip
16.84
-55.4% from close
Net GEX
4,199,158
29,003,713 per 100k OI
Call wall
37.00
-2.1% from close
Put wall
38.00
+0.6% from close
Put/call OI
0.19
2,303 puts / 12,175 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
3.7
within trailing 52-week range
Front / back ATM IV
+18.6% / +21.9%
-3.3 pp front premium
Expected move
+3.6%
14 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
7.8 pp
put IV minus call IV
IV butterfly
4.8 pp
front-window smile convexity
Volume / open interest
0.01
151 contracts traded
Normalized net delta
0.299
option-holder convention
Modeled dealer delta
-0.297
opposite-side scenario
Vanna / 100k OI
3,978
volatility-sensitive delta
Charm / 100k OI
-735,661
time-decay-sensitive delta
IV surface range
89.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CNP closed 1.8% above its gamma max of 37.10. It is 8.2% above the delta neutral price of 34.68. Total open interest is 14,478, +0.4% 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

← TFPM (#1803) NEOV (#1805) →

Questions people ask about CNP

Where is CNP's gamma max today?

As of Oct 2, 2026, the gamma max for CNP is 37.10, -1.8% from the 37.79 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 CNP above or below its delta neutral price?

CNP closed above delta neutral: 37.79 against a delta neutral price of 34.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CNP have?

14,478 contracts of open interest across 159 listed contracts on Oct 2, 2026, +0.4% 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.