CRDO max pain, gamma exposure (GEX) & options open interest
As of close · rank #314 by open interest · 974 sessions of history since Jul 28, 2022
CRDO's nearest-expiration max pain is 185.00 for 2026-10-09, its GEX flip is 186.50, net GEX is 5,238,948, its put/call open-interest ratio is 0.94. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.19 · 7d expected move +10.8% · IV rank 99
CRDO closed 5.7% below its gamma max of 231.12. It is 15.7% above the delta neutral price of 184.35. Total open interest is 283,213, -6.6% versus the previous session. Its options catalyst-intensity score is 64.3 out of 100, led by volume/OI 0.19, 7d expected move +10.8%, IV rank 99. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -8,996 contracts · -5.8% |
| Put OI change, 1 session | -11,168 contracts · -7.5% |
| Call minus put OI growth, 1 session | +1.7 pp |
| Call OI change, 5 sessions | +8,960 contracts · +6.6% |
| Put OI change, 5 sessions | +3,398 contracts · +2.5% |
| Call minus put OI growth, 5 sessions | +4.0 pp |
| Daily call OI change surprise | -1.01σ (252 prior changes) |
| Daily put OI change surprise | -1.28σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.38σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 25 completed Day +10 paths · latest Apr 16, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 25 | +0.5% | -1.7% to +2.7% | 52% | -1.6% to +2.6% | 0.0% |
| Day +2 | 25 | +2.2% | -2.4% to +4.7% | 68% | -0.8% to +4.5% | 0.0% |
| Day +3 | 25 | +0.9% | -4.6% to +3.8% | 52% | -2.8% to +3.5% | 0.0% |
| Day +4 | 25 | +3.2% | -1.9% to +6.8% | 60% | -1.5% to +5.4% | 0.0% |
| Day +5 | 25 | +2.3% | -1.7% to +9.3% | 64% | -0.6% to +8.5% | 0.0% |
| Day +6 | 25 | +4.4% | -2.8% to +8.3% | 72% | +1.6% to +8.3% | +1.6% |
| Day +7 | 25 | +2.4% | -1.6% to +13.6% | 68% | -0.9% to +10.0% | 0.0% |
| Day +8 | 25 | +3.5% | -1.1% to +9.3% | 68% | -0.8% to +6.8% | 0.0% |
| Day +9 | 25 | +3.7% | -3.8% to +10.1% | 68% | -1.0% to +10.0% | 0.0% |
| Day +10 | 25 | +6.7% | -4.0% to +11.9% | 64% | -2.9% to +9.5% | 0.0% |
Crosses above gamma max 28 completed Day +10 paths · latest Apr 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 28 | -0.6% | -2.5% to +3.5% | 43% | -1.6% to +0.5% | 0.0% |
| Day +2 | 28 | -0.4% | -3.6% to +3.3% | 43% | -1.2% to +2.1% | 0.0% |
| Day +3 | 28 | +0.4% | -5.3% to +4.7% | 57% | -3.0% to +2.1% | 0.0% |
| Day +4 | 28 | +0.4% | -4.9% to +5.3% | 54% | -3.9% to +3.7% | 0.0% |
| Day +5 | 28 | +1.2% | -4.9% to +6.6% | 61% | -2.1% to +5.8% | 0.0% |
| Day +6 | 28 | +3.7% | -3.5% to +9.2% | 61% | -1.7% to +6.4% | 0.0% |
| Day +7 | 28 | +3.3% | -3.3% to +12.0% | 64% | -0.9% to +6.5% | 0.0% |
| Day +8 | 28 | +3.4% | -6.0% to +11.4% | 64% | -1.3% to +7.6% | 0.0% |
| Day +9 | 28 | +1.3% | -3.8% to +9.8% | 64% | -1.0% to +7.1% | 0.0% |
| Day +10 | 28 | +4.6% | -4.5% to +9.1% | 64% | -1.2% to +8.4% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 16 |
| Prior-year sessions closer to gamma max | 11.9% of 252 |
| Prior-year sessions closer to delta neutral | 75.8% of 252 |
| Open interest percentile (1y) | 95th |
| Daily open interest change versus prior year | -1.19σ (-20,164 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +4.6% |
| Open interest change, 21 sessions | +26.9% |
| History available | Jul 28, 2022 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 168.25 vs 167.41 (+0.5%)
- closed below delta neutral at 206.63 vs 208.32 (-0.8%)
- closed above delta neutral at 201.08 vs 191.95 (+4.5%)
- closed below delta neutral at 177.45 vs 182.95 (-3.1%)
- closed above delta neutral at 202.68 vs 187.67 (+7.4%)
- closed below delta neutral at 208.24 vs 210.67 (-1.2%)
- closed below gamma max at 158.93 vs 170.20 (-7.1%)
- closed above gamma max at 159.57 vs 150.05 (+6.0%)
- closed above delta neutral at 106.79 vs 104.10 (+2.5%)
- closed below delta neutral at 104.06 vs 108.67 (-4.4%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/CRDO
Questions people ask about CRDO
Where is CRDO's gamma max today?
As of Oct 2, 2026, the gamma max for CRDO is 231.12, +5.7% from the 218.64 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 CRDO above or below its delta neutral price?
CRDO closed above delta neutral: 218.64 against a delta neutral price of 184.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRDO have?
283,213 contracts of open interest across 1,067 listed contracts on Oct 2, 2026, -6.6% 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.