Data through close

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

As of close · rank #1018 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CRBP's nearest-expiration max pain is 7.50 for 2026-10-16, net GEX is 71,700, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
6.13
prev 6.34
Gamma max
10.00
+63.2% from close
Delta neutral
4.62
-24.7% from close
Gamma neutral
6.13
0.0% from close
Open interest
47,238
+0.2% vs prev
Contracts listed
36
28 calls · 16 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
7.50
+22.3% from close
2026-10-16
GEX flip
–
Net GEX
71,700
151,784 per 100k OI
Call wall
15.00
+144.7% from close
Put wall
7.50
+22.3% from close
Put/call OI
0.35
12,268 puts / 34,970 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
16.1
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-110.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
134 contracts traded
Normalized net delta
0.126
option-holder convention
Modeled dealer delta
-0.125
opposite-side scenario
Vanna / 100k OI
-453
volatility-sensitive delta
Charm / 100k OI
-1,887,952
time-decay-sensitive delta
IV surface range
111.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRBP closed 63.2% below its gamma max of 10.00. It is 24.7% above the delta neutral price of 4.62. Total open interest is 47,238, +0.2% 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

← BILL (#1017) DT (#1019) →

Questions people ask about CRBP

Where is CRBP's gamma max today?

As of Oct 2, 2026, the gamma max for CRBP is 10.00, +63.2% from the 6.13 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 CRBP above or below its delta neutral price?

CRBP closed above delta neutral: 6.13 against a delta neutral price of 4.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRBP have?

47,238 contracts of open interest across 36 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.