Data through close

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

As of close · rank #3416 by open interest · snapshot page

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COPJ's nearest-expiration max pain is 46.00 for 2026-10-16, its GEX flip is 27.21, net GEX is 109,856, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
43.97
prev 43.07
Gamma max
50.01
+13.7% from close
Delta neutral
39.82
-9.4% from close
Gamma neutral
27.21
-38.1% from close
Open interest
1,506
+1.1% vs prev
Contracts listed
79
57 calls · 28 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
+4.6% from close
2026-10-16
GEX flip
27.21
-38.1% from close
Net GEX
109,856
7,294,563 per 100k OI
Call wall
50.00
+13.7% from close
Put wall
46.00
+4.6% from close
Put/call OI
0.27
317 puts / 1,189 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
7.7
within trailing 52-week range
Front / back ATM IV
+41.5% / +40.9%
0.6 pp front premium
Expected move
+8.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
7.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
13 contracts traded
Normalized net delta
0.171
option-holder convention
Modeled dealer delta
-0.170
opposite-side scenario
Vanna / 100k OI
3,851
volatility-sensitive delta
Charm / 100k OI
315,139
time-decay-sensitive delta
IV surface range
65.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

COPJ closed 13.7% below its gamma max of 50.01. It is 9.4% above the delta neutral price of 39.82. Total open interest is 1,506, +1.1% 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

← LOPE (#3415) STRA (#3417) →

Questions people ask about COPJ

Where is COPJ's gamma max today?

As of Oct 2, 2026, the gamma max for COPJ is 50.01, +13.7% from the 43.97 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 COPJ above or below its delta neutral price?

COPJ closed above delta neutral: 43.97 against a delta neutral price of 39.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COPJ have?

1,506 contracts of open interest across 79 listed contracts on Oct 2, 2026, +1.1% 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.