Data through close

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

As of close · rank #1738 by open interest · snapshot page

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CVI's nearest-expiration max pain is 47.50 for 2026-10-16, its GEX flip is 49.29, net GEX is 149,561, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.83
prev 54.36
Gamma max
58.11
+6.0% from close
Delta neutral
47.67
-13.1% from close
Gamma neutral
49.29
-10.1% from close
Open interest
15,915
+1.0% vs prev
Contracts listed
105
82 calls · 67 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
47.50
-13.4% from close
2026-10-16
GEX flip
49.29
-10.1% from close
Net GEX
149,561
939,748 per 100k OI
Call wall
55.00
+0.3% from close
Put wall
50.00
-8.8% from close
Put/call OI
0.68
6,468 puts / 9,447 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
20.3
within trailing 52-week range
Front / back ATM IV
+69.6% / +67.5%
2.1 pp front premium
Expected move
+13.6%
14 DTE · one standard deviation
ATM straddle / spot
+10.5%
front-window midpoint premium
25Δ risk reversal
2.4 pp
put IV minus call IV
IV butterfly
-0.6 pp
front-window smile convexity
Volume / open interest
0.02
309 contracts traded
Normalized net delta
0.355
option-holder convention
Modeled dealer delta
-0.305
opposite-side scenario
Vanna / 100k OI
-182
volatility-sensitive delta
Charm / 100k OI
-371,888
time-decay-sensitive delta
IV surface range
39.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CVI closed 6.0% below its gamma max of 58.11. It is 13.1% above the delta neutral price of 47.67. Total open interest is 15,915, +1.0% 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

← FF (#1737) SSYS (#1739) →

Questions people ask about CVI

Where is CVI's gamma max today?

As of Oct 2, 2026, the gamma max for CVI is 58.11, +6.0% from the 54.83 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 CVI above or below its delta neutral price?

CVI closed above delta neutral: 54.83 against a delta neutral price of 47.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CVI have?

15,915 contracts of open interest across 105 listed contracts on Oct 2, 2026, +1.0% 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.