Data through close

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

As of close · rank #3127 by open interest · snapshot page

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CSEX's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 3.71, net GEX is 107,922, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.59
prev 16.39
Gamma max
15.91
-9.6% from close
Delta neutral
9.48
-46.1% from close
Gamma neutral
3.71
-78.9% from close
Open interest
2,270
+0.0% vs prev
Contracts listed
79
59 calls · 40 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
16.00
-9.0% from close
2026-10-16
GEX flip
3.71
-78.9% from close
Net GEX
107,922
4,754,273 per 100k OI
Call wall
22.00
+25.1% from close
Put wall
17.00
-3.4% from close
Put/call OI
0.18
346 puts / 1,924 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
0.0
within trailing 52-week range
Front / back ATM IV
+117.5% / +130.0%
-12.5 pp front premium
Expected move
+23.0%
14 DTE · one standard deviation
ATM straddle / spot
+17.2%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
9.4 pp
front-window smile convexity
Volume / open interest
0.04
82 contracts traded
Normalized net delta
0.379
option-holder convention
Modeled dealer delta
-0.375
opposite-side scenario
Vanna / 100k OI
881
volatility-sensitive delta
Charm / 100k OI
-198,018
time-decay-sensitive delta
IV surface range
50.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CSEX closed 9.6% above its gamma max of 15.91. It is 46.1% above the delta neutral price of 9.48. Total open interest is 2,270, +0.0% 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

← GDOT (#3126) OOMA (#3128) →

Questions people ask about CSEX

Where is CSEX's gamma max today?

As of Oct 2, 2026, the gamma max for CSEX is 15.91, -9.6% from the 17.59 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 CSEX above or below its delta neutral price?

CSEX closed above delta neutral: 17.59 against a delta neutral price of 9.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CSEX have?

2,270 contracts of open interest across 79 listed contracts on Oct 2, 2026, +0.0% 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.