Data through close

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

As of close · rank #2483 by open interest · snapshot page

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CVEO's nearest-expiration max pain is 34.00 for 2026-10-16, its GEX flip is 27.48, net GEX is 256,093, its put/call open-interest ratio is 1.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
33.17
prev 33.75
Gamma max
34.99
+5.5% from close
Delta neutral
30.30
-8.6% from close
Gamma neutral
27.48
-17.2% from close
Open interest
5,737
+1.3% vs prev
Contracts listed
65
40 calls · 27 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
34.00
+2.5% from close
2026-10-16
GEX flip
27.48
-17.2% from close
Net GEX
256,093
4,463,877 per 100k OI
Call wall
35.00
+5.5% from close
Put wall
15.00
-54.8% from close
Put/call OI
1.67
3,586 puts / 2,151 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
41.5
within trailing 52-week range
Front / back ATM IV
+58.8% / +45.7%
13.0 pp front premium
Expected move
+11.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
157.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.072
option-holder convention
Modeled dealer delta
-0.072
opposite-side scenario
Vanna / 100k OI
5,247
volatility-sensitive delta
Charm / 100k OI
20,690
time-decay-sensitive delta
IV surface range
16.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CVEO closed 5.5% below its gamma max of 34.99. It is 8.6% above the delta neutral price of 30.30. Total open interest is 5,737, +1.3% 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

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Neighbours by open interest

← OSIS (#2482) ELVN (#2484) →

Questions people ask about CVEO

Where is CVEO's gamma max today?

As of Oct 2, 2026, the gamma max for CVEO is 34.99, +5.5% from the 33.17 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 CVEO above or below its delta neutral price?

CVEO closed above delta neutral: 33.17 against a delta neutral price of 30.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CVEO have?

5,737 contracts of open interest across 65 listed contracts on Oct 2, 2026, +1.3% 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.