Data through close

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

As of close · rank #2284 by open interest · snapshot page

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CRUS's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 92.23, net GEX is 769,069, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
121.17
prev 120.17
Gamma max
126.57
+4.5% from close
Delta neutral
110.04
-9.2% from close
Gamma neutral
92.23
-23.9% from close
Open interest
7,581
+1.0% vs prev
Contracts listed
138
93 calls · 58 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
110.00
-9.2% from close
2026-10-16
GEX flip
92.23
-23.9% from close
Net GEX
769,069
10,144,692 per 100k OI
Call wall
130.00
+7.3% from close
Put wall
125.00
+3.2% from close
Put/call OI
0.41
2,205 puts / 5,376 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
11.2
within trailing 52-week range
Front / back ATM IV
+35.3% / +45.6%
-10.4 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
-1.9 pp
put IV minus call IV
IV butterfly
2.8 pp
front-window smile convexity
Volume / open interest
0.03
201 contracts traded
Normalized net delta
0.201
option-holder convention
Modeled dealer delta
-0.201
opposite-side scenario
Vanna / 100k OI
1,438
volatility-sensitive delta
Charm / 100k OI
-3,694,526
time-decay-sensitive delta
IV surface range
47.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CRUS closed 4.5% below its gamma max of 126.57. It is 9.2% above the delta neutral price of 110.04. Total open interest is 7,581, +1.0% 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

← GPIQ (#2283) RELX (#2285) →

Questions people ask about CRUS

Where is CRUS's gamma max today?

As of Oct 2, 2026, the gamma max for CRUS is 126.57, +4.5% from the 121.17 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 CRUS above or below its delta neutral price?

CRUS closed above delta neutral: 121.17 against a delta neutral price of 110.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRUS have?

7,581 contracts of open interest across 138 listed contracts on Oct 2, 2026, +1.0% 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.