GRRR max pain, gamma exposure (GEX) & options open interest
As of close · rank #543 by open interest · 555 sessions of history since Jul 19, 2023
GRRR's nearest-expiration max pain is 14.00 for 2026-10-09, its GEX flip is 14.44, net GEX is -542,325, its put/call open-interest ratio is 1.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: smile convexity 21.1 pp · 7d expected move +13.0% · 25Δ risk reversal 123.6 pp
GRRR closed 75.5% below its gamma max of 23.12. It is 15.7% below the delta neutral price of 15.24. Total open interest is 131,696, -2.3% versus the previous session. Its options catalyst-intensity score is 55.9 out of 100, led by smile convexity 21.1 pp, 7d expected move +13.0%, 25Δ risk reversal 123.6 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -2,020 contracts · -3.6% |
| Put OI change, 1 session | -1,134 contracts · -1.4% |
| Call minus put OI growth, 1 session | -2.2 pp |
| Call OI change, 5 sessions | -1,058 contracts · -1.9% |
| Put OI change, 5 sessions | +194 contracts · +0.2% |
| Call minus put OI growth, 5 sessions | -2.2 pp |
| Daily call OI change surprise | -0.63σ (252 prior changes) |
| Daily put OI change surprise | -0.68σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.09σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 20 completed Day +10 paths · latest Jul 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 20 | +0.3% | -1.9% to +8.7% | 55% | -1.6% to +8.2% | 0.0% |
| Day +2 | 20 | +1.7% | -4.3% to +13.1% | 55% | -4.1% to +12.8% | 0.0% |
| Day +3 | 20 | -2.1% | -9.2% to +13.6% | 45% | -9.0% to +13.0% | 0.0% |
| Day +4 | 20 | -2.0% | -6.0% to +21.6% | 45% | -5.9% to +19.6% | 0.0% |
| Day +5 | 20 | -5.1% | -9.2% to +19.7% | 45% | -8.9% to +17.4% | 0.0% |
| Day +6 | 20 | -5.4% | -11.8% to +19.4% | 45% | -11.4% to +17.1% | 0.0% |
| Day +7 | 20 | +4.0% | -12.4% to +20.6% | 55% | -11.9% to +18.8% | 0.0% |
| Day +8 | 20 | -3.9% | -12.1% to +18.6% | 45% | -11.8% to +18.5% | 0.0% |
| Day +9 | 20 | +1.0% | -13.0% to +17.3% | 50% | -12.9% to +17.1% | 0.0% |
| Day +10 | 20 | +3.6% | -11.0% to +19.6% | 50% | -11.0% to +19.1% | 0.0% |
Crosses above gamma max 22 completed Day +10 paths · latest Jul 1, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 22 | -1.3% | -3.7% to +2.6% | 36% | -3.4% to +2.1% | 0.0% |
| Day +2 | 22 | -1.2% | -5.9% to +9.7% | 45% | -3.9% to +9.4% | 0.0% |
| Day +3 | 22 | +3.4% | -6.5% to +9.5% | 59% | -6.4% to +9.5% | 0.0% |
| Day +4 | 22 | +3.3% | -9.1% to +18.1% | 59% | -8.4% to +11.3% | 0.0% |
| Day +5 | 22 | +5.4% | -8.3% to +22.5% | 59% | -6.8% to +18.1% | 0.0% |
| Day +6 | 22 | -1.5% | -11.7% to +21.2% | 50% | -11.3% to +15.7% | 0.0% |
| Day +7 | 22 | -1.1% | -17.5% to +15.6% | 45% | -15.9% to +15.4% | 0.0% |
| Day +8 | 22 | -4.6% | -15.5% to +9.9% | 41% | -13.2% to +6.9% | 0.0% |
| Day +9 | 22 | -6.1% | -9.9% to +15.7% | 41% | -9.5% to +11.1% | 0.0% |
| Day +10 | 22 | -2.9% | -10.6% to +10.8% | 41% | -10.2% to +10.6% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 21 |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 65.9% of 252 |
| Open interest percentile (1y) | 95th |
| Daily open interest change versus prior year | -0.70σ (-3,154 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -0.7% |
| Open interest change, 21 sessions | +6.3% |
| History available | Jul 19, 2023 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 14.09 vs 14.71 (-4.4%)
- closed above delta neutral at 12.04 vs 10.55 (+12.3%)
- closed below delta neutral at 11.48 vs 12.74 (-11.0%)
- closed below gamma max at 18.51 vs 19.85 (-7.3%)
- closed above gamma max at 20.11 vs 19.77 (+1.7%)
- closed below gamma max at 18.31 vs 21.15 (-15.5%)
- closed above gamma max at 17.74 vs 17.40 (+1.9%)
- closed below gamma max at 16.40 vs 16.79 (-2.4%)
- closed above gamma max at 16.46 vs 15.54 (+5.6%)
- closed below gamma max at 14.53 vs 14.82 (-2.0%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/GRRR
Questions people ask about GRRR
Where is GRRR's gamma max today?
As of Oct 2, 2026, the gamma max for GRRR is 23.12, +75.5% from the 13.17 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 GRRR above or below its delta neutral price?
GRRR closed below delta neutral: 13.17 against a delta neutral price of 15.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GRRR have?
131,696 contracts of open interest across 219 listed contracts on Oct 2, 2026, -2.3% 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.