Data through close

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

As of close · rank #2061 by open interest · snapshot page

CPS's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 154,562, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
21.83
prev 21.87
Gamma max
19.42
-11.1% from close
Delta neutral
20.53
-6.0% from close
Gamma neutral
21.83
0.0% from close
Open interest
10,333
+0.8% vs prev
Contracts listed
66
43 calls · 32 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
20.00
-8.4% from close
2026-10-16
GEX flip
–
Net GEX
154,562
1,495,812 per 100k OI
Call wall
20.00
-8.4% from close
Put wall
25.00
+14.5% from close
Put/call OI
0.58
3,784 puts / 6,549 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
86.4
within trailing 52-week range
Front / back ATM IV
+56.4% / +75.0%
-18.6 pp front premium
Expected move
+11.0%
14 DTE · one standard deviation
ATM straddle / spot
+8.9%
front-window midpoint premium
25Δ risk reversal
-12.2 pp
put IV minus call IV
IV butterfly
-8.9 pp
front-window smile convexity
Volume / open interest
0.01
81 contracts traded
Normalized net delta
0.040
option-holder convention
Modeled dealer delta
-0.040
opposite-side scenario
Vanna / 100k OI
1,636
volatility-sensitive delta
Charm / 100k OI
-974,441
time-decay-sensitive delta
IV surface range
28.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CPS closed 11.1% above its gamma max of 19.42. It is 6.0% above the delta neutral price of 20.53. Total open interest is 10,333, +0.8% 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

Questions people ask about CPS

Where is CPS's gamma max today?

As of Oct 2, 2026, the gamma max for CPS is 19.42, -11.1% from the 21.83 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 CPS above or below its delta neutral price?

CPS closed above delta neutral: 21.83 against a delta neutral price of 20.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CPS have?

10,333 contracts of open interest across 66 listed contracts on Oct 2, 2026, +0.8% 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.