Data through close

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

As of close · rank #2364 by open interest · snapshot page

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CPAY's nearest-expiration max pain is 410.00 for 2026-10-16, its GEX flip is 248.90, net GEX is 1,057,789, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
394.60
prev 389.73
Gamma max
420.89
+6.7% from close
Delta neutral
333.77
-15.4% from close
Gamma neutral
248.90
-36.9% from close
Open interest
6,844
+0.6% vs prev
Contracts listed
154
114 calls · 63 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
410.00
+3.9% from close
2026-10-16
GEX flip
248.90
-36.9% from close
Net GEX
1,057,789
15,455,709 per 100k OI
Call wall
430.00
+9.0% from close
Put wall
390.00
-1.2% from close
Put/call OI
0.13
805 puts / 6,039 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
13.5
within trailing 52-week range
Front / back ATM IV
+27.1% / +31.4%
-4.4 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
+9.3%
front-window midpoint premium
25Δ risk reversal
0.2 pp
put IV minus call IV
IV butterfly
-1.9 pp
front-window smile convexity
Volume / open interest
0.01
39 contracts traded
Normalized net delta
0.271
option-holder convention
Modeled dealer delta
-0.270
opposite-side scenario
Vanna / 100k OI
4,632
volatility-sensitive delta
Charm / 100k OI
198,101
time-decay-sensitive delta
IV surface range
17.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CPAY closed 6.7% below its gamma max of 420.89. It is 15.4% above the delta neutral price of 333.77. Total open interest is 6,844, +0.6% 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

← SFD (#2363) GEOS (#2365) →

Questions people ask about CPAY

Where is CPAY's gamma max today?

As of Oct 2, 2026, the gamma max for CPAY is 420.89, +6.7% from the 394.60 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 CPAY above or below its delta neutral price?

CPAY closed above delta neutral: 394.60 against a delta neutral price of 333.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CPAY have?

6,844 contracts of open interest across 154 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.