Data through close

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

As of close · rank #647 by open interest · snapshot page

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CPRI's nearest-expiration max pain is 15.00 for 2026-10-16, net GEX is 5,785,917, its put/call open-interest ratio is 0.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.44
prev 14.48
Gamma max
15.19
+5.2% from close
Delta neutral
12.56
-13.0% from close
Gamma neutral
14.44
0.0% from close
Open interest
97,606
+0.1% vs prev
Contracts listed
142
110 calls · 60 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
15.00
+3.9% from close
2026-10-16
GEX flip
–
Net GEX
5,785,917
5,927,829 per 100k OI
Call wall
15.00
+3.9% from close
Put wall
15.00
+3.9% from close
Put/call OI
0.38
27,020 puts / 70,586 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
98.9
within trailing 52-week range
Front / back ATM IV
+71.9% / +66.1%
5.8 pp front premium
Expected move
+14.1%
14 DTE · one standard deviation
ATM straddle / spot
+11.4%
front-window midpoint premium
25Δ risk reversal
6.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
333 contracts traded
Normalized net delta
0.145
option-holder convention
Modeled dealer delta
-0.145
opposite-side scenario
Vanna / 100k OI
3,857
volatility-sensitive delta
Charm / 100k OI
-369,161
time-decay-sensitive delta
IV surface range
26.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CPRI closed 5.2% below its gamma max of 15.19. It is 13.0% above the delta neutral price of 12.56. Total open interest is 97,606, +0.1% 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

← MNST (#646) GLNG (#648) →

Questions people ask about CPRI

Where is CPRI's gamma max today?

As of Oct 2, 2026, the gamma max for CPRI is 15.19, +5.2% from the 14.44 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 CPRI above or below its delta neutral price?

CPRI closed above delta neutral: 14.44 against a delta neutral price of 12.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CPRI have?

97,606 contracts of open interest across 142 listed contracts on Oct 2, 2026, +0.1% 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.