Data through close

CAN options analysis & open interest

As of close · rank #484 by open interest · snapshot page

JSON snapshot Advanced analysis

its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 16, 2026 close.

The dated options analysis covers this chain. Core gamma max, delta neutral and historical levels are unavailable for this ticker.

Close
0.23
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
148,437
Contracts listed
–

Advanced options analysis

Public aggregate 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
32.4
cross-sectional score / 100
Directional score
-0.2
mixed positioning
IV rank
35.5
within trailing 52-week range
Front IV premium
– pp
front minus back volatility difference
25Δ risk reversal
65.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
533 contracts traded
Normalized net delta
0.415
option-holder convention
Modeled dealer delta
-0.415
opposite-side scenario
Vanna / 100k OI
-674
volatility-sensitive delta
Charm / 100k OI
-755
time-decay-sensitive delta
IV surface range
– pp
aggregate volatility dispersion

Strongest relative signals: 25Δ risk reversal 65.1 pp

Download the dated aggregate analysis JSON .

Its options catalyst-intensity score is 32.4 out of 100, led by 25Δ risk reversal 65.1 pp. What gamma max means · What delta neutral means

Analysis visualizations

Daily ticker aggregates through 2026-10-16. The max pain curve pools all listed expirations; individual contracts are outside the public dataset.

Aggregate IV history

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In today's screens

Neighbours by open interest

Questions people ask about CAN

What is CAN's max pain for the nearest expiration?

Nearest-expiration max pain is unavailable for CAN as of Oct 16, 2026. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.

What do CAN's gamma exposure and gamma flip show?

Signed net GEX is unavailable for CAN as of Oct 16, 2026. No confirmed GEX flip is available; this does not imply a zero exposure level. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.

Where is CAN's gamma max today?

No gamma max could be computed for CAN on Oct 16, 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 CAN above or below its delta neutral price?

No delta neutral price was available for CAN on Oct 16, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CAN have?

148,437 contracts of open interest across – listed contracts on Oct 16, 2026. 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.