Data through close

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

As of close · rank #3784 by open interest · snapshot page

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CYD's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 39.44, net GEX is -20,908, its put/call open-interest ratio is 0.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
31.95
prev 32.26
Gamma max
52.86
+65.4% from close
Delta neutral
36.05
+12.8% from close
Gamma neutral
39.44
+23.4% from close
Open interest
834
0.0% vs prev
Contracts listed
111
82 calls · 40 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
35.00
+9.5% from close
2026-10-16
GEX flip
39.44
+23.4% from close
Net GEX
-20,908
-2,506,911 per 100k OI
Call wall
45.00
+40.8% from close
Put wall
30.00
-6.1% from close
Put/call OI
0.79
367 puts / 467 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
43.6
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.062
option-holder convention
Modeled dealer delta
0.061
opposite-side scenario
Vanna / 100k OI
1,799
volatility-sensitive delta
Charm / 100k OI
150,839
time-decay-sensitive delta
IV surface range
67.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

CYD closed 65.4% below its gamma max of 52.86. It is 12.8% below the delta neutral price of 36.05. Total open interest is 834, 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

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Neighbours by open interest

← KOF (#3783) CNXT (#3785) →

Questions people ask about CYD

Where is CYD's gamma max today?

As of Oct 2, 2026, the gamma max for CYD is 52.86, +65.4% from the 31.95 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 CYD above or below its delta neutral price?

CYD closed below delta neutral: 31.95 against a delta neutral price of 36.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CYD have?

834 contracts of open interest across 111 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.