Data through close

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

As of close · rank #3678 by open interest · snapshot page

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COLL's nearest-expiration max pain is 22.50 for 2026-10-16, net GEX is 14,527, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.02
prev 21.84
Gamma max
24.33
+10.5% from close
Delta neutral
24.10
+9.5% from close
Gamma neutral
22.02
0.0% from close
Open interest
1,011
+0.1% vs prev
Contracts listed
30
20 calls · 13 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
22.50
+2.2% from close
2026-10-16
GEX flip
–
Net GEX
14,527
1,436,921 per 100k OI
Call wall
25.00
+13.5% from close
Put wall
30.00
+36.2% from close
Put/call OI
0.73
425 puts / 586 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
73.0
within trailing 52-week range
Front / back ATM IV
+107.3% / +65.3%
41.9 pp front premium
Expected move
+21.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-49.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.33
334 contracts traded
Normalized net delta
-0.152
option-holder convention
Modeled dealer delta
0.152
opposite-side scenario
Vanna / 100k OI
-989
volatility-sensitive delta
Charm / 100k OI
-3,016,815
time-decay-sensitive delta
IV surface range
53.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

COLL closed 10.5% below its gamma max of 24.33. It is 9.5% below the delta neutral price of 24.10. Total open interest is 1,011, +0.1% 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

← FCPT (#3677) MNTK (#3679) →

Questions people ask about COLL

Where is COLL's gamma max today?

As of Oct 2, 2026, the gamma max for COLL is 24.33, +10.5% from the 22.02 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 COLL above or below its delta neutral price?

COLL closed below delta neutral: 22.02 against a delta neutral price of 24.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COLL have?

1,011 contracts of open interest across 30 listed contracts on Oct 2, 2026, +0.1% 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.