Data through close

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

As of close · rank #942 by open interest · snapshot page

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GNRC's nearest-expiration max pain is 205.00 for 2026-10-09, its GEX flip is 202.07, net GEX is 1,268,316, its put/call open-interest ratio is 0.96. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
216.80
prev 207.91
Gamma max
232.20
+7.1% from close
Delta neutral
195.94
-9.6% from close
Gamma neutral
202.07
-6.8% from close
Open interest
54,772
-6.3% vs prev
Contracts listed
709
465 calls · 364 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
205.00
-5.4% from close
2026-10-09
GEX flip
202.07
-6.8% from close
Net GEX
1,268,316
2,315,629 per 100k OI
Call wall
210.00
-3.1% from close
Put wall
200.00
-7.7% from close
Put/call OI
0.96
26,884 puts / 27,888 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
100.0
within trailing 52-week range
Front / back ATM IV
+49.0% / +57.2%
-8.2 pp front premium
Expected move
+6.8%
7 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
-1.5 pp
put IV minus call IV
IV butterfly
10.1 pp
front-window smile convexity
Volume / open interest
0.08
4,781 contracts traded
Normalized net delta
0.171
option-holder convention
Modeled dealer delta
-0.171
opposite-side scenario
Vanna / 100k OI
2,586
volatility-sensitive delta
Charm / 100k OI
-3,513,152
time-decay-sensitive delta
IV surface range
67.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GNRC closed 7.1% below its gamma max of 232.20. It is 9.6% above the delta neutral price of 195.94. Total open interest is 54,772, -6.3% 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

← IEI (#941) KNX (#943) →

Questions people ask about GNRC

Where is GNRC's gamma max today?

As of Oct 2, 2026, the gamma max for GNRC is 232.20, +7.1% from the 216.80 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 GNRC above or below its delta neutral price?

GNRC closed above delta neutral: 216.80 against a delta neutral price of 195.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GNRC have?

54,772 contracts of open interest across 709 listed contracts on Oct 2, 2026, -6.3% 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.