Data through close

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

As of close · rank #4511 by open interest · snapshot page

CSR's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 57.02, net GEX is -2,941, its put/call open-interest ratio is 1.91. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.50
prev 54.35
Gamma max
63.10
+15.8% from close
Delta neutral
56.63
+3.9% from close
Gamma neutral
57.02
+4.6% from close
Open interest
192
0.0% vs prev
Contracts listed
32
16 calls · 16 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
55.00
+0.9% from close
2026-10-16
GEX flip
57.02
+4.6% from close
Net GEX
-2,941
-1,531,983 per 100k OI
Call wall
60.00
+10.1% from close
Put wall
50.00
-8.3% from close
Put/call OI
1.91
126 puts / 66 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
28.3
within trailing 52-week range
Front / back ATM IV
+47.2% / +28.0%
19.2 pp front premium
Expected move
+9.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.064
option-holder convention
Modeled dealer delta
0.064
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
38.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CSR closed 15.8% below its gamma max of 63.10. It is 3.9% below the delta neutral price of 56.63. Total open interest is 192, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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Neighbours by open interest

Questions people ask about CSR

Where is CSR's gamma max today?

As of Oct 2, 2026, the gamma max for CSR is 63.10, +15.8% from the 54.50 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 CSR above or below its delta neutral price?

CSR closed below delta neutral: 54.50 against a delta neutral price of 56.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CSR have?

192 contracts of open interest across 32 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.