Data through close

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

As of close · rank #3967 by open interest · snapshot page

CRCO's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 10.01, net GEX is 22,269, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.83
prev 13.21
Gamma max
15.46
+20.5% from close
Delta neutral
13.61
+6.1% from close
Gamma neutral
10.01
-22.0% from close
Open interest
590
+2.1% vs prev
Contracts listed
41
22 calls · 22 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
13.00
+1.3% from close
2026-10-16
GEX flip
10.01
-22.0% from close
Net GEX
22,269
3,774,386 per 100k OI
Call wall
16.00
+24.7% from close
Put wall
13.00
+1.3% from close
Put/call OI
0.51
200 puts / 390 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
27.4
within trailing 52-week range
Front / back ATM IV
+71.8% / +68.7%
3.1 pp front premium
Expected move
+14.1%
14 DTE · one standard deviation
ATM straddle / spot
–
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
8 contracts traded
Normalized net delta
-0.044
option-holder convention
Modeled dealer delta
0.044
opposite-side scenario
Vanna / 100k OI
508
volatility-sensitive delta
Charm / 100k OI
-17,627
time-decay-sensitive delta
IV surface range
113.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRCO closed 20.5% below its gamma max of 15.46. It is 6.1% below the delta neutral price of 13.61. Total open interest is 590, +2.1% 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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Neighbours by open interest

Questions people ask about CRCO

Where is CRCO's gamma max today?

As of Oct 2, 2026, the gamma max for CRCO is 15.46, +20.5% from the 12.83 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 CRCO above or below its delta neutral price?

CRCO closed below delta neutral: 12.83 against a delta neutral price of 13.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRCO have?

590 contracts of open interest across 41 listed contracts on Oct 2, 2026, +2.1% 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.