Data through close

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

As of close · rank #3468 by open interest · snapshot page

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GRBK's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 72.29, net GEX is -247,329, its put/call open-interest ratio is 1.81. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
66.66
prev 66.44
Gamma max
78.09
+17.1% from close
Delta neutral
69.18
+3.8% from close
Gamma neutral
72.29
+8.5% from close
Open interest
1,389
+0.5% vs prev
Contracts listed
46
25 calls · 22 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
70.00
+5.0% from close
2026-10-16
GEX flip
72.29
+8.5% from close
Net GEX
-247,329
-17,806,296 per 100k OI
Call wall
70.00
+5.0% from close
Put wall
65.00
-2.5% from close
Put/call OI
1.81
894 puts / 495 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
79.3
within trailing 52-week range
Front / back ATM IV
+30.7% / +36.5%
-5.9 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-3.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
8 contracts traded
Normalized net delta
-0.110
option-holder convention
Modeled dealer delta
0.110
opposite-side scenario
Vanna / 100k OI
1,872
volatility-sensitive delta
Charm / 100k OI
1,108,711
time-decay-sensitive delta
IV surface range
33.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GRBK closed 17.1% below its gamma max of 78.09. It is 3.8% below the delta neutral price of 69.18. Total open interest is 1,389, +0.5% 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

← NXRT (#3467) ANRO (#3469) →

Questions people ask about GRBK

Where is GRBK's gamma max today?

As of Oct 2, 2026, the gamma max for GRBK is 78.09, +17.1% from the 66.66 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 GRBK above or below its delta neutral price?

GRBK closed below delta neutral: 66.66 against a delta neutral price of 69.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GRBK have?

1,389 contracts of open interest across 46 listed contracts on Oct 2, 2026, +0.5% 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.