Data through close

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

As of close · rank #4771 by open interest · snapshot page

CNYA's nearest-expiration max pain is 34.00 for 2026-10-16, net GEX is 14,102, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
33.52
prev 33.79
Gamma max
33.57
+0.1% from close
Delta neutral
17.30
-48.4% from close
Gamma neutral
33.52
0.0% from close
Open interest
96
0.0% vs prev
Contracts listed
23
19 calls · 4 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
34.00
+1.4% from close
2026-10-16
GEX flip
–
Net GEX
14,102
14,689,940 per 100k OI
Call wall
34.00
+1.4% from close
Put wall
34.00
+1.4% from close
Put/call OI
0.07
6 puts / 90 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
78.1
within trailing 52-week range
Front / back ATM IV
+102.0% / +167.0%
-65.0 pp front premium
Expected move
+20.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.415
option-holder convention
Modeled dealer delta
-0.415
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CNYA closed 0.1% below its gamma max of 33.57. It is 48.4% above the delta neutral price of 17.30. Total open interest is 96, 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

Neighbours by open interest

Questions people ask about CNYA

Where is CNYA's gamma max today?

As of Oct 2, 2026, the gamma max for CNYA is 33.57, +0.1% from the 33.52 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 CNYA above or below its delta neutral price?

CNYA closed above delta neutral: 33.52 against a delta neutral price of 17.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CNYA have?

96 contracts of open interest across 23 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.