CSIQ max pain, gamma exposure (GEX) & options open interest
As of close · rank #483 by open interest · 1,394 sessions of history since Dec 1, 2020
CSIQ's nearest-expiration max pain is 11.50 for 2026-10-09, its GEX flip is 3.77, net GEX is 3,050,140, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 7d expected move +9.5%
CSIQ closed 32.3% below its gamma max of 14.80. It is 14.3% above the delta neutral price of 9.58. Total open interest is 155,564, -2.5% versus the previous session. Its options catalyst-intensity score is 41.6 out of 100, led by 7d expected move +9.5%. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -2,436 contracts · -2.0% |
| Put OI change, 1 session | -1,512 contracts · -3.9% |
| Call minus put OI growth, 1 session | +1.9 pp |
| Call OI change, 5 sessions | +1,280 contracts · +1.1% |
| Put OI change, 5 sessions | +471 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | -0.2 pp |
| Daily call OI change surprise | -0.45σ (252 prior changes) |
| Daily put OI change surprise | -0.47σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.26σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 35 completed Day +10 paths · latest Jun 3, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 35 | -1.4% | -4.0% to +1.2% | 31% | -2.8% to -0.2% | -0.2% |
| Day +2 | 35 | -2.8% | -6.0% to +1.6% | 37% | -5.2% to +0.7% | 0.0% |
| Day +3 | 35 | -1.8% | -5.1% to +3.5% | 40% | -3.6% to +0.4% | 0.0% |
| Day +4 | 35 | -3.5% | -5.9% to +3.4% | 34% | -4.7% to -0.1% | -0.1% |
| Day +5 | 35 | -3.3% | -8.7% to +7.2% | 37% | -7.2% to +1.3% | 0.0% |
| Day +6 | 35 | -3.3% | -7.8% to +5.0% | 43% | -4.6% to +2.6% | 0.0% |
| Day +7 | 35 | -0.9% | -8.8% to +6.1% | 43% | -4.6% to +4.6% | 0.0% |
| Day +8 | 35 | +1.5% | -11.6% to +7.0% | 51% | -5.5% to +5.0% | 0.0% |
| Day +9 | 35 | -1.4% | -13.0% to +9.7% | 49% | -3.4% to +4.5% | 0.0% |
| Day +10 | 35 | -1.7% | -12.3% to +6.4% | 46% | -5.2% to +3.3% | 0.0% |
Crosses above gamma max 33 completed Day +10 paths · latest Jun 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 33 | -2.3% | -4.6% to +1.8% | 42% | -3.7% to +0.5% | 0.0% |
| Day +2 | 33 | -0.7% | -5.1% to +1.1% | 33% | -4.1% to 0.0% | 0.0% |
| Day +3 | 33 | -2.5% | -8.4% to +1.2% | 30% | -4.3% to -1.1% | -1.1% |
| Day +4 | 33 | -3.2% | -7.1% to +2.1% | 36% | -4.7% to +0.3% | 0.0% |
| Day +5 | 33 | -3.1% | -9.2% to +2.5% | 33% | -6.4% to -0.9% | -0.9% |
| Day +6 | 33 | -5.3% | -10.9% to +7.8% | 45% | -9.1% to +4.5% | 0.0% |
| Day +7 | 33 | -5.0% | -10.0% to +6.3% | 36% | -8.4% to +0.2% | 0.0% |
| Day +8 | 33 | -3.7% | -10.2% to +5.9% | 39% | -5.2% to +1.7% | 0.0% |
| Day +9 | 33 | -2.1% | -11.2% to +7.4% | 42% | -5.9% to +5.1% | 0.0% |
| Day +10 | 33 | -2.7% | -9.7% to +11.3% | 45% | -7.6% to +6.1% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 14% |
| Gamma max crosses | 31 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 93.3% of 252 |
| Prior-year sessions closer to delta neutral | 2.8% of 252 |
| Open interest percentile (1y) | 16th |
| Daily open interest change versus prior year | -0.49σ (-3,948 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +1.1% |
| Open interest change, 21 sessions | -9.0% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 19.53 vs 20.41 (-4.5%)
- closed above gamma max at 20.56 vs 20.56 (+0.0%)
- closed below gamma max at 18.99 vs 20.17 (-6.2%)
- closed above gamma max at 18.88 vs 18.38 (+2.6%)
- closed below gamma max at 16.66 vs 18.78 (-12.8%)
- closed above gamma max at 17.92 vs 13.75 (+23.2%)
- closed below gamma max at 17.87 vs 18.38 (-2.9%)
- closed above gamma max at 15.29 vs 15.26 (+0.2%)
- closed below gamma max at 14.12 vs 14.57 (-3.2%)
- closed above gamma max at 14.67 vs 14.66 (+0.1%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/CSIQ
Questions people ask about CSIQ
Where is CSIQ's gamma max today?
As of Oct 2, 2026, the gamma max for CSIQ is 14.80, +32.3% from the 11.19 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 CSIQ above or below its delta neutral price?
CSIQ closed above delta neutral: 11.19 against a delta neutral price of 9.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CSIQ have?
155,564 contracts of open interest across 383 listed contracts on Oct 2, 2026, -2.5% 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.