Data through close

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

As of close · rank #2289 by open interest · snapshot page

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CRL's nearest-expiration max pain is 280.00 for 2026-10-16, its GEX flip is 249.05, net GEX is 439,937, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
290.19
prev 286.83
Gamma max
309.51
+6.7% from close
Delta neutral
267.32
-7.9% from close
Gamma neutral
249.05
-14.2% from close
Open interest
7,519
+1.2% vs prev
Contracts listed
181
122 calls · 113 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
280.00
-3.5% from close
2026-10-16
GEX flip
249.05
-14.2% from close
Net GEX
439,937
5,851,003 per 100k OI
Call wall
290.00
-0.1% from close
Put wall
270.00
-7.0% from close
Put/call OI
0.51
2,554 puts / 4,965 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
100.0
within trailing 52-week range
Front / back ATM IV
+41.9% / +52.4%
-10.5 pp front premium
Expected move
+8.2%
14 DTE · one standard deviation
ATM straddle / spot
+6.4%
front-window midpoint premium
25Δ risk reversal
-0.4 pp
put IV minus call IV
IV butterfly
-6.5 pp
front-window smile convexity
Volume / open interest
0.03
235 contracts traded
Normalized net delta
0.314
option-holder convention
Modeled dealer delta
-0.313
opposite-side scenario
Vanna / 100k OI
-426
volatility-sensitive delta
Charm / 100k OI
-5,966,658
time-decay-sensitive delta
IV surface range
71.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRL closed 6.7% below its gamma max of 309.51. It is 7.9% above the delta neutral price of 267.32. Total open interest is 7,519, +1.2% 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

← ZYME (#2288) ZNTL (#2290) →

Questions people ask about CRL

Where is CRL's gamma max today?

As of Oct 2, 2026, the gamma max for CRL is 309.51, +6.7% from the 290.19 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 CRL above or below its delta neutral price?

CRL closed above delta neutral: 290.19 against a delta neutral price of 267.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRL have?

7,519 contracts of open interest across 181 listed contracts on Oct 2, 2026, +1.2% 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.