Data through close

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

As of close · rank #1801 by open interest · snapshot page

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COR's nearest-expiration max pain is 310.00 for 2026-10-16, its GEX flip is 274.27, net GEX is 672,795, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
309.05
prev 309.78
Gamma max
346.55
+12.1% from close
Delta neutral
298.93
-3.3% from close
Gamma neutral
274.27
-11.3% from close
Open interest
14,528
+2.3% vs prev
Contracts listed
299
202 calls · 138 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
310.00
+0.3% from close
2026-10-16
GEX flip
274.27
-11.3% from close
Net GEX
672,795
4,631,023 per 100k OI
Call wall
310.00
+0.3% from close
Put wall
310.00
+0.3% from close
Put/call OI
0.44
4,409 puts / 10,119 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
14.2
within trailing 52-week range
Front / back ATM IV
+26.2% / +33.4%
-7.2 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+4.0%
front-window midpoint premium
25Δ risk reversal
-1.2 pp
put IV minus call IV
IV butterfly
-1.1 pp
front-window smile convexity
Volume / open interest
0.01
132 contracts traded
Normalized net delta
0.075
option-holder convention
Modeled dealer delta
-0.075
opposite-side scenario
Vanna / 100k OI
3,896
volatility-sensitive delta
Charm / 100k OI
-405,135
time-decay-sensitive delta
IV surface range
33.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

COR closed 12.1% below its gamma max of 346.55. It is 3.3% above the delta neutral price of 298.93. Total open interest is 14,528, +2.3% 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

← SUPV (#1800) WPC (#1802) →

Questions people ask about COR

Where is COR's gamma max today?

As of Oct 2, 2026, the gamma max for COR is 346.55, +12.1% from the 309.05 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 COR above or below its delta neutral price?

COR closed above delta neutral: 309.05 against a delta neutral price of 298.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COR have?

14,528 contracts of open interest across 299 listed contracts on Oct 2, 2026, +2.3% 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.