Data through close

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

As of close · rank #644 by open interest · snapshot page

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CWH's nearest-expiration max pain is 6.00 for 2026-10-16, net GEX is 2,734,606, its put/call open-interest ratio is 0.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.03
prev 5.01
Gamma max
4.48
-11.0% from close
Delta neutral
2.30
-54.2% from close
Gamma neutral
5.03
0.0% from close
Open interest
97,857
+0.0% vs prev
Contracts listed
96
69 calls · 41 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
6.00
+19.3% from close
2026-10-16
GEX flip
–
Net GEX
2,734,606
2,794,492 per 100k OI
Call wall
10.00
+98.8% from close
Put wall
5.00
-0.6% from close
Put/call OI
0.08
7,328 puts / 90,529 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
24.6
within trailing 52-week range
Front / back ATM IV
+72.9% / +79.7%
-6.8 pp front premium
Expected move
+14.3%
14 DTE · one standard deviation
ATM straddle / spot
+10.9%
front-window midpoint premium
25Δ risk reversal
-194.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
483 contracts traded
Normalized net delta
0.199
option-holder convention
Modeled dealer delta
-0.199
opposite-side scenario
Vanna / 100k OI
9,310
volatility-sensitive delta
Charm / 100k OI
-65,581
time-decay-sensitive delta
IV surface range
66.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CWH closed 11.0% above its gamma max of 4.48. It is 54.2% above the delta neutral price of 2.30. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 97,857, +0.0% 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

Neighbours by open interest

← BORR (#643) HUMA (#645) →

Questions people ask about CWH

Where is CWH's gamma max today?

As of Oct 2, 2026, the gamma max for CWH is 4.48, -11.0% from the 5.03 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 CWH above or below its delta neutral price?

CWH closed above delta neutral: 5.03 against a delta neutral price of 2.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CWH have?

97,857 contracts of open interest across 96 listed contracts on Oct 2, 2026, +0.0% 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.