Data through close

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

As of close · rank #4252 by open interest · snapshot page

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GNR's nearest-expiration max pain is 68.00 for 2026-10-16, its GEX flip is 37.44, net GEX is 87,842, its put/call open-interest ratio is 0.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.43
prev 73.76
Gamma max
76.03
+2.2% from close
Delta neutral
58.58
-21.3% from close
Gamma neutral
37.44
-49.7% from close
Open interest
342
+0.9% vs prev
Contracts listed
28
21 calls · 8 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
68.00
-8.6% from close
2026-10-16
GEX flip
37.44
-49.7% from close
Net GEX
87,842
25,684,761 per 100k OI
Call wall
76.00
+2.1% from close
Put wall
75.00
+0.8% from close
Put/call OI
0.04
12 puts / 330 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
8.0
within trailing 52-week range
Front / back ATM IV
+36.7% / +27.9%
8.8 pp front premium
Expected move
+7.2%
14 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
0.10
34 contracts traded
Normalized net delta
0.412
option-holder convention
Modeled dealer delta
-0.408
opposite-side scenario
Vanna / 100k OI
292
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
10.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GNR closed 2.2% below its gamma max of 76.03. It is 21.3% above the delta neutral price of 58.58. Total open interest is 342, +0.9% 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

← RBCAA (#4251) TWIN (#4253) →

Questions people ask about GNR

Where is GNR's gamma max today?

As of Oct 2, 2026, the gamma max for GNR is 76.03, +2.2% from the 74.43 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 GNR above or below its delta neutral price?

GNR closed above delta neutral: 74.43 against a delta neutral price of 58.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GNR have?

342 contracts of open interest across 28 listed contracts on Oct 2, 2026, +0.9% 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.