Data through close

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

As of close · rank #3842 by open interest · snapshot page

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CTO's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 13.44, net GEX is 82,845, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.54
prev 20.35
Gamma max
21.65
+5.4% from close
Delta neutral
19.68
-4.2% from close
Gamma neutral
13.44
-34.6% from close
Open interest
743
+6.6% vs prev
Contracts listed
23
12 calls · 11 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
20.00
-2.6% from close
2026-10-16
GEX flip
13.44
-34.6% from close
Net GEX
82,845
11,150,045 per 100k OI
Call wall
22.50
+9.5% from close
Put wall
22.50
+9.5% from close
Put/call OI
0.41
217 puts / 526 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
86.0
within trailing 52-week range
Front / back ATM IV
+48.5% / +26.3%
22.2 pp front premium
Expected move
+9.5%
14 DTE · one standard deviation
ATM straddle / spot
+7.9%
front-window midpoint premium
25Δ risk reversal
3.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
4 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.108
opposite-side scenario
Vanna / 100k OI
269
volatility-sensitive delta
Charm / 100k OI
17,766
time-decay-sensitive delta
IV surface range
95.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CTO closed 5.4% below its gamma max of 21.65. It is 4.2% above the delta neutral price of 19.68. Total open interest is 743, +6.6% 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

← PRTS (#3841) TFII (#3843) →

Questions people ask about CTO

Where is CTO's gamma max today?

As of Oct 2, 2026, the gamma max for CTO is 21.65, +5.4% from the 20.54 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 CTO above or below its delta neutral price?

CTO closed above delta neutral: 20.54 against a delta neutral price of 19.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CTO have?

743 contracts of open interest across 23 listed contracts on Oct 2, 2026, +6.6% 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.