Data through close

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

As of close · rank #3051 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

COLO's nearest-expiration max pain is 46.00 for 2026-10-16, its GEX flip is 27.74, net GEX is 537,699, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
47.06
prev 46.36
Gamma max
50.14
+6.5% from close
Delta neutral
38.24
-18.7% from close
Gamma neutral
27.74
-41.1% from close
Open interest
2,498
+0.5% vs prev
Contracts listed
79
46 calls · 40 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
46.00
-2.3% from close
2026-10-16
GEX flip
27.74
-41.1% from close
Net GEX
537,699
21,525,198 per 100k OI
Call wall
51.00
+8.4% from close
Put wall
46.00
-2.3% from close
Put/call OI
0.09
203 puts / 2,295 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
18.0
within trailing 52-week range
Front / back ATM IV
+36.7% / +26.7%
10.0 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+10.7%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-10.0 pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
0.291
option-holder convention
Modeled dealer delta
-0.291
opposite-side scenario
Vanna / 100k OI
2,882
volatility-sensitive delta
Charm / 100k OI
-278,863
time-decay-sensitive delta
IV surface range
51.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

COLO closed 6.5% below its gamma max of 50.14. It is 18.7% above the delta neutral price of 38.24. Total open interest is 2,498, +0.5% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← AIS (#3050) MHK (#3052) →

Questions people ask about COLO

Where is COLO's gamma max today?

As of Oct 2, 2026, the gamma max for COLO is 50.14, +6.5% from the 47.06 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 COLO above or below its delta neutral price?

COLO closed above delta neutral: 47.06 against a delta neutral price of 38.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COLO have?

2,498 contracts of open interest across 79 listed contracts on Oct 2, 2026, +0.5% 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.