CPRT max pain, gamma exposure (GEX) & options open interest
As of close · rank #620 by open interest · 1,394 sessions of history since Dec 1, 2020
CPRT's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 34.02, net GEX is -1,018,431, its put/call open-interest ratio is 0.56. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 25Δ risk reversal -201.2 pp · OI change 0.02σ
CPRT closed 30.5% below its gamma max of 35.51. It is 3.3% below the delta neutral price of 28.13. Total open interest is 104,081, +0.2% versus the previous session. Its options catalyst-intensity score is 55.1 out of 100, led by 25Δ risk reversal -201.2 pp, OI change 0.02σ. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +412 contracts · +0.6% |
| Put OI change, 1 session | -160 contracts · -0.4% |
| Call minus put OI growth, 1 session | +1.0 pp |
| Call OI change, 5 sessions | +1,755 contracts · +2.7% |
| Put OI change, 5 sessions | +328 contracts · +0.9% |
| Call minus put OI growth, 5 sessions | +1.8 pp |
| Daily call OI change surprise | +0.10σ (252 prior changes) |
| Daily put OI change surprise | -0.14σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.21σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 31 completed Day +10 paths · latest Jan 15, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 31 | -0.1% | -0.7% to +0.7% | 42% | -0.4% to +0.5% | 0.0% |
| Day +2 | 31 | +0.4% | -0.6% to +1.0% | 55% | -0.3% to +0.9% | 0.0% |
| Day +3 | 31 | +0.3% | -0.9% to +1.2% | 65% | -0.2% to +0.9% | 0.0% |
| Day +4 | 31 | +0.1% | -1.1% to +1.1% | 55% | -0.3% to +0.7% | 0.0% |
| Day +5 | 31 | +0.1% | -2.3% to +1.8% | 52% | -0.9% to +1.2% | 0.0% |
| Day +6 | 31 | +0.5% | -2.4% to +2.0% | 61% | -0.7% to +1.5% | 0.0% |
| Day +7 | 31 | +0.4% | -1.8% to +3.1% | 58% | -0.1% to +2.3% | 0.0% |
| Day +8 | 31 | +0.7% | -2.6% to +3.9% | 58% | -1.3% to +3.0% | 0.0% |
| Day +9 | 31 | +1.7% | -3.2% to +3.8% | 52% | -2.0% to +2.5% | 0.0% |
| Day +10 | 31 | +0.8% | -2.7% to +4.2% | 55% | -1.7% to +3.5% | 0.0% |
Crosses below gamma max 30 completed Day +10 paths · latest Aug 14, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 30 | +0.2% | -0.6% to +1.0% | 53% | -0.5% to +0.6% | 0.0% |
| Day +2 | 30 | +0.3% | -1.9% to +0.9% | 57% | -1.1% to +0.5% | 0.0% |
| Day +3 | 30 | -0.1% | -1.5% to +1.3% | 47% | -1.2% to +1.1% | 0.0% |
| Day +4 | 30 | +0.3% | -1.5% to +1.5% | 53% | -1.1% to +1.3% | 0.0% |
| Day +5 | 30 | +0.4% | -1.2% to +2.3% | 60% | -0.4% to +1.7% | 0.0% |
| Day +6 | 30 | +0.7% | -2.9% to +3.2% | 60% | -0.7% to +1.9% | 0.0% |
| Day +7 | 30 | +0.4% | -2.5% to +3.5% | 53% | -1.3% to +3.0% | 0.0% |
| Day +8 | 30 | +1.1% | -3.1% to +4.2% | 57% | -1.8% to +3.8% | 0.0% |
| Day +9 | 30 | +0.7% | -3.6% to +4.5% | 53% | -3.1% to +4.1% | 0.0% |
| Day +10 | 30 | +0.5% | -3.5% to +4.5% | 53% | -1.9% to +4.0% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 30 |
| Prior-year sessions closer to gamma max | 94.0% of 252 |
| Prior-year sessions closer to delta neutral | 52.0% of 252 |
| Open interest percentile (1y) | 90th |
| Daily open interest change versus prior year | +0.02σ (252 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | -9.2% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 28.04 vs 28.50 (-1.6%)
- closed below gamma max at 29.79 vs 37.59 (-26.2%)
- closed above delta neutral at 27.17 vs 26.80 (+1.4%)
- closed above gamma max at 27.17 vs 24.36 (+10.3%)
- closed below delta neutral at 28.58 vs 28.75 (-0.6%)
- closed above delta neutral at 30.01 vs 29.11 (+3.0%)
- closed below delta neutral at 28.19 vs 29.07 (-3.1%)
- closed below gamma max at 28.19 vs 39.42 (-39.8%)
- closed above gamma max at 28.10 vs 27.24 (+3.0%)
- closed below gamma max at 30.58 vs 37.97 (-24.2%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/CPRT
Questions people ask about CPRT
Where is CPRT's gamma max today?
As of Oct 2, 2026, the gamma max for CPRT is 35.51, +30.5% from the 27.22 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 CPRT above or below its delta neutral price?
CPRT closed below delta neutral: 27.22 against a delta neutral price of 28.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CPRT have?
104,081 contracts of open interest across 247 listed contracts on Oct 2, 2026, +0.2% 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.