Data through close

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

As of close · rank #3721 by open interest · snapshot page

CVBF's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 136,433, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.28
prev 22.01
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
948
+0.1% vs prev
Contracts listed
15
10 calls · 7 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
-10.2% from close
2026-10-16
GEX flip
–
Net GEX
136,433
14,391,719 per 100k OI
Call wall
20.00
-10.2% from close
Put wall
10.00
-55.1% from close
Put/call OI
0.23
177 puts / 771 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
7.6
within trailing 52-week range
Front / back ATM IV
+64.8% / +23.9%
40.9 pp front premium
Expected move
+12.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
123.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.508
option-holder convention
Modeled dealer delta
-0.508
opposite-side scenario
Vanna / 100k OI
-1,582
volatility-sensitive delta
Charm / 100k OI
-7,173
time-decay-sensitive delta
IV surface range
63.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 948, +0.1% 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

Questions people ask about CVBF

Where is CVBF's gamma max today?

No gamma max could be computed for CVBF on Oct 2, 2026. 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 CVBF above or below its delta neutral price?

No delta neutral price was available for CVBF on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CVBF have?

948 contracts of open interest across 15 listed contracts on Oct 2, 2026, +0.1% 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.