Data through close

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

As of close · rank #1292 by open interest · snapshot page

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CROX's nearest-expiration max pain is 125.00 for 2026-10-16, its GEX flip is 115.61, net GEX is 94,273, its put/call open-interest ratio is 1.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
118.09
prev 119.24
Gamma max
144.15
+22.1% from close
Delta neutral
113.23
-4.1% from close
Gamma neutral
115.61
-2.1% from close
Open interest
29,820
+0.3% vs prev
Contracts listed
345
227 calls · 189 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
125.00
+5.9% from close
2026-10-16
GEX flip
115.61
-2.1% from close
Net GEX
94,273
316,140 per 100k OI
Call wall
140.00
+18.6% from close
Put wall
115.00
-2.6% from close
Put/call OI
1.07
15,382 puts / 14,438 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
15.0
within trailing 52-week range
Front / back ATM IV
+46.5% / +53.5%
-7.0 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+7.3%
front-window midpoint premium
25Δ risk reversal
-3.7 pp
put IV minus call IV
IV butterfly
-3.2 pp
front-window smile convexity
Volume / open interest
0.01
386 contracts traded
Normalized net delta
0.107
option-holder convention
Modeled dealer delta
-0.107
opposite-side scenario
Vanna / 100k OI
2,763
volatility-sensitive delta
Charm / 100k OI
701,915
time-decay-sensitive delta
IV surface range
69.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CROX closed 22.1% below its gamma max of 144.15. It is 4.1% above the delta neutral price of 113.23. Total open interest is 29,820, +0.3% 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

← EUV (#1291) CMBT (#1293) →

Questions people ask about CROX

Where is CROX's gamma max today?

As of Oct 2, 2026, the gamma max for CROX is 144.15, +22.1% from the 118.09 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 CROX above or below its delta neutral price?

CROX closed above delta neutral: 118.09 against a delta neutral price of 113.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CROX have?

29,820 contracts of open interest across 345 listed contracts on Oct 2, 2026, +0.3% 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.