Data through close

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

As of close · rank #3905 by open interest · snapshot page

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CUBI's nearest-expiration max pain is 77.50 for 2026-10-16, its GEX flip is 61.04, net GEX is 56,426, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
75.47
prev 74.03
Gamma max
83.31
+10.4% from close
Delta neutral
69.36
-8.1% from close
Gamma neutral
61.04
-19.1% from close
Open interest
660
-0.8% vs prev
Contracts listed
53
31 calls · 22 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
77.50
+2.7% from close
2026-10-16
GEX flip
61.04
-19.1% from close
Net GEX
56,426
8,549,449 per 100k OI
Call wall
85.00
+12.6% from close
Put wall
70.00
-7.2% from close
Put/call OI
0.42
195 puts / 465 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
66.2
within trailing 52-week range
Front / back ATM IV
+32.7% / +35.0%
-2.3 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
6.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
4 contracts traded
Normalized net delta
0.126
option-holder convention
Modeled dealer delta
-0.126
opposite-side scenario
Vanna / 100k OI
2,727
volatility-sensitive delta
Charm / 100k OI
-16,212
time-decay-sensitive delta
IV surface range
132.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CUBI closed 10.4% below its gamma max of 83.31. It is 8.1% above the delta neutral price of 69.36. Total open interest is 660, -0.8% 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

← TAIL (#3904) DOLE (#3906) →

Questions people ask about CUBI

Where is CUBI's gamma max today?

As of Oct 2, 2026, the gamma max for CUBI is 83.31, +10.4% from the 75.47 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 CUBI above or below its delta neutral price?

CUBI closed above delta neutral: 75.47 against a delta neutral price of 69.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CUBI have?

660 contracts of open interest across 53 listed contracts on Oct 2, 2026, -0.8% 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.