Data through close

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

As of close · rank #4418 by open interest · snapshot page

CON's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 18.23, net GEX is 28,272, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
35.65
prev 34.97
Gamma max
34.88
-2.2% from close
Delta neutral
25.62
-28.1% from close
Gamma neutral
18.23
-48.9% from close
Open interest
240
0.0% vs prev
Contracts listed
26
26 calls · 11 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
35.00
-1.8% from close
2026-10-16
GEX flip
18.23
-48.9% from close
Net GEX
28,272
11,779,898 per 100k OI
Call wall
35.00
-1.8% from close
Put wall
35.00
-1.8% from close
Put/call OI
0.13
27 puts / 213 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
40.5
within trailing 52-week range
Front / back ATM IV
+42.4% / +34.6%
7.8 pp front premium
Expected move
+8.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
4 contracts traded
Normalized net delta
0.479
option-holder convention
Modeled dealer delta
-0.451
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
19.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CON closed 2.2% above its gamma max of 34.88. It is 28.1% above the delta neutral price of 25.62. Total open interest is 240, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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Neighbours by open interest

Questions people ask about CON

Where is CON's gamma max today?

As of Oct 2, 2026, the gamma max for CON is 34.88, -2.2% from the 35.65 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 CON above or below its delta neutral price?

CON closed above delta neutral: 35.65 against a delta neutral price of 25.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CON have?

240 contracts of open interest across 26 listed contracts on Oct 2, 2026, 0.0% 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.