Data through close

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

As of close · rank #3532 by open interest · snapshot page

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COLM's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 38.40, net GEX is 105,401, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
57.27
prev 57.69
Gamma max
61.15
+6.8% from close
Delta neutral
51.15
-10.7% from close
Gamma neutral
38.40
-32.9% from close
Open interest
1,263
-0.2% vs prev
Contracts listed
43
27 calls · 22 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
55.00
-4.0% from close
2026-10-16
GEX flip
38.40
-32.9% from close
Net GEX
105,401
8,345,317 per 100k OI
Call wall
65.00
+13.5% from close
Put wall
55.00
-4.0% from close
Put/call OI
0.36
332 puts / 931 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
70.4
within trailing 52-week range
Front / back ATM IV
+35.1% / +40.0%
-4.9 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+15.8%
front-window midpoint premium
25Δ risk reversal
5.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
7 contracts traded
Normalized net delta
0.231
option-holder convention
Modeled dealer delta
-0.231
opposite-side scenario
Vanna / 100k OI
1,108
volatility-sensitive delta
Charm / 100k OI
-6,414,410
time-decay-sensitive delta
IV surface range
87.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

COLM closed 6.8% below its gamma max of 61.15. It is 10.7% above the delta neutral price of 51.15. Total open interest is 1,263, -0.2% 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

← TRAK (#3531) DTIL (#3533) →

Questions people ask about COLM

Where is COLM's gamma max today?

As of Oct 2, 2026, the gamma max for COLM is 61.15, +6.8% from the 57.27 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 COLM above or below its delta neutral price?

COLM closed above delta neutral: 57.27 against a delta neutral price of 51.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COLM have?

1,263 contracts of open interest across 43 listed contracts on Oct 2, 2026, -0.2% 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.