Data through close

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

As of close · rank #1401 by open interest · snapshot page

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CRBG's nearest-expiration max pain is 32.00 for 2026-10-16, net GEX is -4,418,809, its put/call open-interest ratio is 6.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.03
prev 33.66
Gamma max
50.00
+46.9% from close
Delta neutral
37.53
+10.3% from close
Gamma neutral
34.03
0.0% from close
Open interest
25,158
-0.8% vs prev
Contracts listed
84
41 calls · 52 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
32.00
-6.0% from close
2026-10-16
GEX flip
–
Net GEX
-4,418,809
-17,564,230 per 100k OI
Call wall
35.00
+2.9% from close
Put wall
32.00
-6.0% from close
Put/call OI
6.16
21,643 puts / 3,515 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
65.1
within trailing 52-week range
Front / back ATM IV
+28.8% / +31.8%
-2.9 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
+4.3%
front-window midpoint premium
25Δ risk reversal
-4.7 pp
put IV minus call IV
IV butterfly
-0.9 pp
front-window smile convexity
Volume / open interest
0.01
209 contracts traded
Normalized net delta
-0.139
option-holder convention
Modeled dealer delta
0.139
opposite-side scenario
Vanna / 100k OI
2,882
volatility-sensitive delta
Charm / 100k OI
2,871,146
time-decay-sensitive delta
IV surface range
235.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRBG closed 46.9% below its gamma max of 50.00. It is 10.3% below the delta neutral price of 37.53. Total open interest is 25,158, -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

← VERA (#1400) XRAY (#1402) →

Questions people ask about CRBG

Where is CRBG's gamma max today?

As of Oct 2, 2026, the gamma max for CRBG is 50.00, +46.9% from the 34.03 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 CRBG above or below its delta neutral price?

CRBG closed below delta neutral: 34.03 against a delta neutral price of 37.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRBG have?

25,158 contracts of open interest across 84 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.