Data through close

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

As of close · rank #3581 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CQP's nearest-expiration max pain is 65.00 for 2026-10-16, net GEX is 109,823, its put/call open-interest ratio is 0.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
61.31
prev 61.00
Gamma max
68.35
+11.5% from close
Delta neutral
58.63
-4.4% from close
Gamma neutral
61.31
0.0% from close
Open interest
1,180
-0.5% vs prev
Contracts listed
44
24 calls · 21 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
65.00
+6.0% from close
2026-10-16
GEX flip
–
Net GEX
109,823
9,307,066 per 100k OI
Call wall
70.00
+14.2% from close
Put wall
60.00
-2.1% from close
Put/call OI
0.34
298 puts / 882 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
23.8
within trailing 52-week range
Front / back ATM IV
+34.3% / +43.6%
-9.4 pp front premium
Expected move
+6.7%
14 DTE · one standard deviation
ATM straddle / spot
+11.9%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
16 contracts traded
Normalized net delta
0.080
option-holder convention
Modeled dealer delta
-0.080
opposite-side scenario
Vanna / 100k OI
3,898
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
235.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CQP closed 11.5% below its gamma max of 68.35. It is 4.4% above the delta neutral price of 58.63. Total open interest is 1,180, -0.5% versus the previous session. What gamma max means · What delta neutral means

History

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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

← UMBF (#3580) ARMP (#3582) →

Questions people ask about CQP

Where is CQP's gamma max today?

As of Oct 2, 2026, the gamma max for CQP is 68.35, +11.5% from the 61.31 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 CQP above or below its delta neutral price?

CQP closed above delta neutral: 61.31 against a delta neutral price of 58.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CQP have?

1,180 contracts of open interest across 44 listed contracts on Oct 2, 2026, -0.5% 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.