Data through close

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

As of close · rank #3140 by open interest · snapshot page

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CNXN's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 63.47, net GEX is 607,009, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
92.38
prev 92.57
Gamma max
93.60
+1.3% from close
Delta neutral
76.07
-17.7% from close
Gamma neutral
63.47
-31.3% from close
Open interest
2,229
-1.1% vs prev
Contracts listed
37
26 calls · 15 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
75.00
-18.8% from close
2026-10-16
GEX flip
63.47
-31.3% from close
Net GEX
607,009
27,232,330 per 100k OI
Call wall
95.00
+2.8% from close
Put wall
85.00
-8.0% from close
Put/call OI
0.18
344 puts / 1,885 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
69.5
within trailing 52-week range
Front / back ATM IV
+29.4% / +34.5%
-5.2 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+10.3%
front-window midpoint premium
25Δ risk reversal
5.0 pp
put IV minus call IV
IV butterfly
1.9 pp
front-window smile convexity
Volume / open interest
0.04
86 contracts traded
Normalized net delta
0.441
option-holder convention
Modeled dealer delta
-0.441
opposite-side scenario
Vanna / 100k OI
-45
volatility-sensitive delta
Charm / 100k OI
-7,308,838
time-decay-sensitive delta
IV surface range
97.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CNXN closed 1.3% below its gamma max of 93.60. It is 17.7% above the delta neutral price of 76.07. Total open interest is 2,229, -1.1% 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

← SPCM (#3139) RGP (#3141) →

Questions people ask about CNXN

Where is CNXN's gamma max today?

As of Oct 2, 2026, the gamma max for CNXN is 93.60, +1.3% from the 92.38 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 CNXN above or below its delta neutral price?

CNXN closed above delta neutral: 92.38 against a delta neutral price of 76.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CNXN have?

2,229 contracts of open interest across 37 listed contracts on Oct 2, 2026, -1.1% 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.