Data through close

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

As of close · rank #1275 by open interest · snapshot page

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CRH's nearest-expiration max pain is 84.00 for 2026-10-09, its GEX flip is 81.51, net GEX is 72,840, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
81.94
prev 81.70
Gamma max
93.14
+13.7% from close
Delta neutral
87.81
+7.2% from close
Gamma neutral
81.51
-0.5% from close
Open interest
30,429
-7.8% vs prev
Contracts listed
345
205 calls · 154 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
84.00
+2.5% from close
2026-10-09
GEX flip
81.51
-0.5% from close
Net GEX
72,840
239,377 per 100k OI
Call wall
90.00
+9.8% from close
Put wall
85.00
+3.7% from close
Put/call OI
0.71
12,647 puts / 17,782 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
83.7
within trailing 52-week range
Front / back ATM IV
+41.1% / +38.4%
2.7 pp front premium
Expected move
+5.7%
7 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
-2.6 pp
put IV minus call IV
IV butterfly
2.9 pp
front-window smile convexity
Volume / open interest
0.04
1,199 contracts traded
Normalized net delta
-0.113
option-holder convention
Modeled dealer delta
0.113
opposite-side scenario
Vanna / 100k OI
1,472
volatility-sensitive delta
Charm / 100k OI
-45,597
time-decay-sensitive delta
IV surface range
74.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRH closed 13.7% below its gamma max of 93.14. It is 7.2% below the delta neutral price of 87.81. Total open interest is 30,429, -7.8% 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

← STT (#1274) VLN (#1276) →

Questions people ask about CRH

Where is CRH's gamma max today?

As of Oct 2, 2026, the gamma max for CRH is 93.14, +13.7% from the 81.94 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 CRH above or below its delta neutral price?

CRH closed below delta neutral: 81.94 against a delta neutral price of 87.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRH have?

30,429 contracts of open interest across 345 listed contracts on Oct 2, 2026, -7.8% 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.