Data through close

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

As of close · rank #2680 by open interest · snapshot page

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CONY's nearest-expiration max pain is 22.00 for 2026-10-16, its GEX flip is 146.03, net GEX is -130,982, its put/call open-interest ratio is 2.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.52
prev 20.15
Gamma max
70.00
+258.6% from close
Delta neutral
25.35
+29.8% from close
Gamma neutral
146.03
+648.1% from close
Open interest
4,226
+0.5% vs prev
Contracts listed
154
92 calls · 147 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
22.00
+12.7% from close
2026-10-16
GEX flip
146.03
+648.1% from close
Net GEX
-130,982
-3,099,433 per 100k OI
Call wall
20.00
+2.5% from close
Put wall
18.00
-7.8% from close
Put/call OI
2.41
2,988 puts / 1,238 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
84.9
within trailing 52-week range
Front / back ATM IV
+53.4% / +69.5%
-16.1 pp front premium
Expected move
+10.5%
14 DTE · one standard deviation
ATM straddle / spot
+8.7%
front-window midpoint premium
25Δ risk reversal
13.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
79 contracts traded
Normalized net delta
-0.179
option-holder convention
Modeled dealer delta
0.179
opposite-side scenario
Vanna / 100k OI
2,721
volatility-sensitive delta
Charm / 100k OI
187,222
time-decay-sensitive delta
IV surface range
72.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CONY closed 258.6% below its gamma max of 70.00. It is 29.8% below the delta neutral price of 25.35. Total open interest is 4,226, +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

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In today's screens

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Neighbours by open interest

← PMVP (#2679) REAX (#2681) →

Questions people ask about CONY

Where is CONY's gamma max today?

As of Oct 2, 2026, the gamma max for CONY is 70.00, +258.6% from the 19.52 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 CONY above or below its delta neutral price?

CONY closed below delta neutral: 19.52 against a delta neutral price of 25.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CONY have?

4,226 contracts of open interest across 154 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.