Data through close

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

As of close · rank #2885 by open interest · snapshot page

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CRCA's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 14.98, net GEX is 16,137, its put/call open-interest ratio is 0.61. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.00
prev 17.63
Gamma max
25.35
+49.1% from close
Delta neutral
18.00
+5.9% from close
Gamma neutral
14.98
-11.9% from close
Open interest
3,188
+0.8% vs prev
Contracts listed
139
81 calls · 68 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
+17.6% from close
2026-10-16
GEX flip
14.98
-11.9% from close
Net GEX
16,137
506,175 per 100k OI
Call wall
30.00
+76.5% from close
Put wall
25.00
+47.1% from close
Put/call OI
0.61
1,214 puts / 1,974 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
0.0
within trailing 52-week range
Front / back ATM IV
+127.3% / +144.2%
-16.9 pp front premium
Expected move
+24.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-22.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
153 contracts traded
Normalized net delta
-0.025
option-holder convention
Modeled dealer delta
0.025
opposite-side scenario
Vanna / 100k OI
1,506
volatility-sensitive delta
Charm / 100k OI
-16,719
time-decay-sensitive delta
IV surface range
52.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRCA closed 49.1% below its gamma max of 25.35. It is 5.9% below the delta neutral price of 18.00. Total open interest is 3,188, +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

← VEON (#2884) DEA (#2886) →

Questions people ask about CRCA

Where is CRCA's gamma max today?

As of Oct 2, 2026, the gamma max for CRCA is 25.35, +49.1% from the 17.00 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 CRCA above or below its delta neutral price?

CRCA closed below delta neutral: 17.00 against a delta neutral price of 18.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRCA have?

3,188 contracts of open interest across 139 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.