Data through close

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

As of close · rank #2594 by open interest · snapshot page

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COKE's nearest-expiration max pain is 190.00 for 2026-10-16, its GEX flip is 205.61, net GEX is -626,250, its put/call open-interest ratio is 1.97. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
192.04
prev 187.11
Gamma max
221.71
+15.5% from close
Delta neutral
192.30
+0.1% from close
Gamma neutral
205.61
+7.1% from close
Open interest
4,886
+1.2% vs prev
Contracts listed
115
69 calls · 57 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
190.00
-1.1% from close
2026-10-16
GEX flip
205.61
+7.1% from close
Net GEX
-626,250
-12,817,225 per 100k OI
Call wall
200.00
+4.1% from close
Put wall
180.00
-6.3% from close
Put/call OI
1.97
3,242 puts / 1,644 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
0.9
within trailing 52-week range
Front / back ATM IV
+33.5% / +39.8%
-6.3 pp front premium
Expected move
+6.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.1%
front-window midpoint premium
25Δ risk reversal
12.0 pp
put IV minus call IV
IV butterfly
4.1 pp
front-window smile convexity
Volume / open interest
0.02
120 contracts traded
Normalized net delta
0.004
option-holder convention
Modeled dealer delta
-0.004
opposite-side scenario
Vanna / 100k OI
2,108
volatility-sensitive delta
Charm / 100k OI
3,765,780
time-decay-sensitive delta
IV surface range
67.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

COKE closed 15.5% below its gamma max of 221.71. It is 0.1% below the delta neutral price of 192.30. Total open interest is 4,886, +1.2% 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

← MGNX (#2593) AREN (#2595) →

Questions people ask about COKE

Where is COKE's gamma max today?

As of Oct 2, 2026, the gamma max for COKE is 221.71, +15.5% from the 192.04 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 COKE above or below its delta neutral price?

COKE closed below delta neutral: 192.04 against a delta neutral price of 192.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COKE have?

4,886 contracts of open interest across 115 listed contracts on Oct 2, 2026, +1.2% 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.