COMP max pain, gamma exposure (GEX) & options open interest
As of close · rank #625 by open interest · 1,131 sessions of history since Apr 13, 2021
COMP's nearest-expiration max pain is 9.00 for 2026-10-16, its GEX flip is 6.16, net GEX is 3,372,861, its put/call open-interest ratio is 0.37. 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: 14d expected move +14.0% · IV rank 100 · OI change 0.04σ
COMP closed 16.2% below its gamma max of 10.72. It is 15.6% above the delta neutral price of 7.78. Total open interest is 102,635, +0.6% versus the previous session. Its options catalyst-intensity score is 58.9 out of 100, led by 14d expected move +14.0%, IV rank 100, OI change 0.04σ. 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 | +347 contracts · +0.5% |
| Put OI change, 1 session | +252 contracts · +0.9% |
| Call minus put OI growth, 1 session | -0.5 pp |
| Call OI change, 5 sessions | +1,614 contracts · +2.2% |
| Put OI change, 5 sessions | +2,486 contracts · +9.9% |
| Call minus put OI growth, 5 sessions | -7.7 pp |
| Daily call OI change surprise | +0.03σ (252 prior changes) |
| Daily put OI change surprise | +0.04σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.02σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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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 29 completed Day +10 paths · latest Aug 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 29 | -0.2% | -1.9% to +1.8% | 48% | -1.5% to +1.3% | 0.0% |
| Day +2 | 29 | -0.3% | -4.6% to +3.4% | 41% | -3.6% to +2.1% | 0.0% |
| Day +3 | 29 | -0.4% | -4.0% to +5.5% | 45% | -3.4% to +1.6% | 0.0% |
| Day +4 | 29 | -1.4% | -3.0% to +3.9% | 41% | -2.9% to +2.5% | 0.0% |
| Day +5 | 29 | -0.4% | -7.7% to +3.9% | 45% | -7.2% to +2.7% | 0.0% |
| Day +6 | 29 | -1.7% | -6.1% to +7.6% | 45% | -5.5% to +4.1% | 0.0% |
| Day +7 | 29 | -1.1% | -4.9% to +6.3% | 41% | -3.1% to +3.3% | 0.0% |
| Day +8 | 29 | -1.6% | -5.2% to +6.3% | 38% | -3.9% to +3.4% | 0.0% |
| Day +9 | 29 | -2.7% | -8.0% to +4.9% | 41% | -5.9% to +2.3% | 0.0% |
| Day +10 | 29 | -1.7% | -11.3% to +7.7% | 38% | -6.1% to +4.5% | 0.0% |
Crosses above gamma max 30 completed Day +10 paths · latest Aug 13, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 30 | -0.7% | -2.5% to +2.1% | 43% | -2.2% to +0.7% | 0.0% |
| Day +2 | 30 | -0.4% | -4.4% to +2.1% | 43% | -2.7% to +1.5% | 0.0% |
| Day +3 | 30 | -0.9% | -4.5% to +2.5% | 33% | -2.3% to -0.2% | -0.2% |
| Day +4 | 30 | -1.5% | -5.1% to +4.2% | 40% | -4.0% to +1.0% | 0.0% |
| Day +5 | 30 | -1.6% | -7.2% to +4.1% | 47% | -3.2% to +1.4% | 0.0% |
| Day +6 | 30 | -0.1% | -7.7% to +4.6% | 47% | -1.9% to +2.6% | 0.0% |
| Day +7 | 30 | +0.7% | -6.0% to +5.1% | 50% | -3.5% to +3.6% | 0.0% |
| Day +8 | 30 | -0.2% | -7.4% to +5.9% | 50% | -4.8% to +5.2% | 0.0% |
| Day +9 | 30 | +0.3% | -6.9% to +7.4% | 50% | -5.5% to +4.2% | 0.0% |
| Day +10 | 30 | -1.1% | -8.7% to +8.1% | 47% | -5.7% to +5.2% | 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 | 30% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 4 |
| Prior-year sessions closer to gamma max | 70.2% of 252 |
| Prior-year sessions closer to delta neutral | 17.9% of 252 |
| Open interest percentile (1y) | 27th |
| Daily open interest change versus prior year | +0.04σ (599 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +4.2% |
| Open interest change, 21 sessions | +1.4% |
| History available | Apr 13, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 13.02 vs 13.16 (-1.1%)
- closed above gamma max at 13.35 vs 13.09 (+1.9%)
- closed below gamma max at 12.83 vs 13.13 (-2.3%)
- closed above gamma max at 12.00 vs 10.98 (+8.5%)
- closed below gamma max at 12.18 vs 12.48 (-2.5%)
- closed above gamma max at 12.65 vs 12.17 (+3.8%)
- closed below gamma max at 11.72 vs 11.75 (-0.3%)
- closed above gamma max at 11.92 vs 11.81 (+0.9%)
- closed below gamma max at 11.32 vs 11.55 (-2.0%)
- closed above gamma max at 8.59 vs 8.42 (+2.0%)
In today's screens
Neighbours by open interest
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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/COMP
Questions people ask about COMP
Where is COMP's gamma max today?
As of Oct 2, 2026, the gamma max for COMP is 10.72, +16.2% from the 9.22 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 COMP above or below its delta neutral price?
COMP closed above delta neutral: 9.22 against a delta neutral price of 7.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COMP have?
102,635 contracts of open interest across 112 listed contracts on Oct 2, 2026, +0.6% 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.