Data through close

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

As of close · rank #1308 by open interest · snapshot page

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CRDU's nearest-expiration max pain is 9.00 for 2026-10-16, its GEX flip is 7.99, net GEX is 647,044, its put/call open-interest ratio is 0.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.30
prev 10.47
Gamma max
11.35
+0.5% from close
Delta neutral
9.00
-20.4% from close
Gamma neutral
7.99
-29.3% from close
Open interest
29,082
+0.1% vs prev
Contracts listed
208
153 calls · 99 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
9.00
-20.4% from close
2026-10-16
GEX flip
7.99
-29.3% from close
Net GEX
647,044
2,224,896 per 100k OI
Call wall
10.00
-11.5% from close
Put wall
9.00
-20.4% from close
Put/call OI
0.64
11,323 puts / 17,759 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
20.1
within trailing 52-week range
Front / back ATM IV
+153.3% / +150.4%
2.8 pp front premium
Expected move
+30.0%
14 DTE · one standard deviation
ATM straddle / spot
+22.8%
front-window midpoint premium
25Δ risk reversal
-9.0 pp
put IV minus call IV
IV butterfly
3.8 pp
front-window smile convexity
Volume / open interest
0.10
2,938 contracts traded
Normalized net delta
0.302
option-holder convention
Modeled dealer delta
-0.302
opposite-side scenario
Vanna / 100k OI
653
volatility-sensitive delta
Charm / 100k OI
-2,160,058
time-decay-sensitive delta
IV surface range
33.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRDU closed 0.5% below its gamma max of 11.35. It is 20.4% above the delta neutral price of 9.00. Total open interest is 29,082, +0.1% 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

Neighbours by open interest

← AXSM (#1307) LSCC (#1309) →

Questions people ask about CRDU

Where is CRDU's gamma max today?

As of Oct 2, 2026, the gamma max for CRDU is 11.35, +0.5% from the 11.30 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 CRDU above or below its delta neutral price?

CRDU closed above delta neutral: 11.30 against a delta neutral price of 9.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRDU have?

29,082 contracts of open interest across 208 listed contracts on Oct 2, 2026, +0.1% 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.