Data through close

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

As of close · rank #2868 by open interest · snapshot page

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CSL's nearest-expiration max pain is 330.00 for 2026-10-16, its GEX flip is 112.14, net GEX is 237,105, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
329.34
prev 325.21
Gamma max
250.26
-24.0% from close
Delta neutral
220.44
-33.1% from close
Gamma neutral
112.14
-65.9% from close
Open interest
3,248
+0.0% vs prev
Contracts listed
105
67 calls · 48 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
330.00
+0.2% from close
2026-10-16
GEX flip
112.14
-65.9% from close
Net GEX
237,105
7,300,042 per 100k OI
Call wall
290.00
-11.9% from close
Put wall
360.00
+9.3% from close
Put/call OI
0.20
535 puts / 2,713 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
6.2
within trailing 52-week range
Front / back ATM IV
+32.8% / +40.1%
-7.2 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
1.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
10 contracts traded
Normalized net delta
0.526
option-holder convention
Modeled dealer delta
-0.526
opposite-side scenario
Vanna / 100k OI
-7,482
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
19.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CSL closed 24.0% above its gamma max of 250.26. It is 33.1% above the delta neutral price of 220.44. Total open interest is 3,248, +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

← ICUI (#2867) KPDD (#2869) →

Questions people ask about CSL

Where is CSL's gamma max today?

As of Oct 2, 2026, the gamma max for CSL is 250.26, -24.0% from the 329.34 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 CSL above or below its delta neutral price?

CSL closed above delta neutral: 329.34 against a delta neutral price of 220.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CSL have?

3,248 contracts of open interest across 105 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.