Data through close

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

As of close · rank #4292 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

CSV's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 20.26, net GEX is 10,099, its put/call open-interest ratio is 0.65. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.17
prev 31.79
Gamma max
35.76
+11.2% from close
Delta neutral
29.57
-8.1% from close
Gamma neutral
20.26
-37.0% from close
Open interest
311
+0.3% vs prev
Contracts listed
23
16 calls · 9 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
40.00
+24.3% from close
2026-10-16
GEX flip
20.26
-37.0% from close
Net GEX
10,099
3,247,410 per 100k OI
Call wall
35.00
+8.8% from close
Put wall
35.00
+8.8% from close
Put/call OI
0.65
122 puts / 189 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
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-49.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
6 contracts traded
Normalized net delta
-0.067
option-holder convention
Modeled dealer delta
0.067
opposite-side scenario
Vanna / 100k OI
-322
volatility-sensitive delta
Charm / 100k OI
1,579,421
time-decay-sensitive delta
IV surface range
55.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CSV closed 11.2% below its gamma max of 35.76. It is 8.1% above the delta neutral price of 29.57. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 311, +0.3% 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

Neighbours by open interest

← BSBR (#4291) PWZ (#4293) →

Questions people ask about CSV

Where is CSV's gamma max today?

As of Oct 2, 2026, the gamma max for CSV is 35.76, +11.2% from the 32.17 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 CSV above or below its delta neutral price?

CSV closed above delta neutral: 32.17 against a delta neutral price of 29.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CSV have?

311 contracts of open interest across 23 listed contracts on Oct 2, 2026, +0.3% 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.