CODI max pain, gamma exposure (GEX) & options open interest
As of close · rank #333 by open interest · 1,394 sessions of history since Dec 1, 2020
CODI's nearest-expiration max pain is 11.00 for 2026-10-16, its GEX flip is 3.29, net GEX is 16,334,279, its put/call open-interest ratio is 0.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: front IV premium 12.1 pp · 14d expected move +12.8%
CODI closed 14.0% below its gamma max of 12.46. It is 50.3% above the delta neutral price of 5.44. Total open interest is 258,619, +0.0% versus the previous session. Its options catalyst-intensity score is 63.4 out of 100, led by front IV premium 12.1 pp, 14d expected move +12.8%. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +1 contracts · +0.0% |
| Put OI change, 1 session | 0 contracts · 0.0% |
| Call minus put OI growth, 1 session | +0.0 pp |
| Call OI change, 5 sessions | -154 contracts · -0.1% |
| Put OI change, 5 sessions | -11 contracts · -0.4% |
| Call minus put OI growth, 5 sessions | +0.4 pp |
| Daily call OI change surprise | -0.14σ (252 prior changes) |
| Daily put OI change surprise | +0.02σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.10σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 34 completed Day +10 paths · latest Sep 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 35 | +0.1% | -0.6% to +1.3% | 54% | -0.3% to +1.0% | 0.0% |
| Day +2 | 35 | -0.9% | -1.6% to +1.7% | 37% | -1.0% to +0.7% | 0.0% |
| Day +3 | 35 | -1.1% | -2.5% to +2.3% | 43% | -2.0% to +0.7% | 0.0% |
| Day +4 | 35 | -0.2% | -3.1% to +1.8% | 49% | -2.0% to +0.8% | 0.0% |
| Day +5 | 35 | -0.5% | -4.1% to +2.2% | 43% | -2.1% to +0.3% | 0.0% |
| Day +6 | 35 | -0.7% | -3.4% to +2.5% | 40% | -1.9% to +0.7% | 0.0% |
| Day +7 | 35 | -0.5% | -3.9% to +2.4% | 46% | -2.0% to +1.3% | 0.0% |
| Day +8 | 34 | -1.1% | -4.3% to +3.2% | 44% | -3.0% to +1.0% | 0.0% |
| Day +9 | 34 | -0.6% | -4.6% to +2.3% | 41% | -2.5% to +1.5% | 0.0% |
| Day +10 | 34 | -0.2% | -4.6% to +2.8% | 50% | -2.6% to +1.0% | 0.0% |
Crosses above gamma max 36 completed Day +10 paths · latest Sep 22, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | -0.2% | -1.2% to +0.8% | 49% | -0.8% to +0.5% | 0.0% |
| Day +2 | 37 | -0.4% | -2.1% to +1.4% | 38% | -1.1% to +0.6% | 0.0% |
| Day +3 | 37 | -0.1% | -2.1% to +1.9% | 43% | -1.6% to +1.2% | 0.0% |
| Day +4 | 37 | +0.3% | -3.0% to +2.2% | 51% | -1.1% to +0.7% | 0.0% |
| Day +5 | 37 | -0.5% | -2.5% to +2.2% | 41% | -2.0% to +0.5% | 0.0% |
| Day +6 | 37 | -1.8% | -3.7% to +2.6% | 35% | -2.5% to -0.1% | -0.1% |
| Day +7 | 37 | -1.1% | -3.9% to +1.9% | 38% | -2.8% to +0.4% | 0.0% |
| Day +8 | 37 | -1.7% | -5.1% to +1.3% | 32% | -3.8% to -0.6% | -0.6% |
| Day +9 | 36 | -2.1% | -5.2% to +0.9% | 33% | -3.2% to -0.4% | -0.4% |
| Day +10 | 36 | -1.5% | -4.8% to +1.8% | 39% | -3.7% to +0.7% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 50% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 2 |
| Prior-year sessions closer to gamma max | 52.0% of 252 |
| Prior-year sessions closer to delta neutral | 46.8% of 252 |
| Open interest percentile (1y) | 92th |
| Daily open interest change versus prior year | -0.13σ (1 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +1.7% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 11.35 vs 11.90 (-4.8%)
- closed above gamma max at 11.33 vs 11.07 (+2.3%)
- closed below gamma max at 11.55 vs 11.56 (-0.1%)
- closed above gamma max at 11.00 vs 10.64 (+3.2%)
- closed below gamma max at 10.77 vs 10.79 (-0.2%)
- closed above gamma max at 10.57 vs 10.37 (+1.9%)
- closed below gamma max at 10.08 vs 10.26 (-1.8%)
- closed above gamma max at 10.04 vs 9.95 (+0.9%)
- closed below gamma max at 10.03 vs 10.25 (-2.2%)
- closed above gamma max at 6.68 vs 4.55 (+31.9%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/CODI
Questions people ask about CODI
Where is CODI's gamma max today?
As of Oct 2, 2026, the gamma max for CODI is 12.46, +14.0% from the 10.93 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 CODI above or below its delta neutral price?
CODI closed above delta neutral: 10.93 against a delta neutral price of 5.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CODI have?
258,619 contracts of open interest across 135 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.