KKR max pain, gamma exposure (GEX) & options open interest
As of close · rank #328 by open interest · 1,394 sessions of history since Dec 1, 2020
KKR's nearest-expiration max pain is 95.00 for 2026-10-09, its GEX flip is 115.42, net GEX is -20,148,192, its put/call open-interest ratio is 1.93. 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: IV rank 100 · 25Δ risk reversal -111.9 pp
KKR closed 48.7% below its gamma max of 134.23. It is 18.2% below the delta neutral price of 106.70. Total open interest is 264,578, -1.2% versus the previous session. Its options catalyst-intensity score is 53.0 out of 100, led by IV rank 100, 25Δ risk reversal -111.9 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 | -1,570 contracts · -1.7% |
| Put OI change, 1 session | -1,596 contracts · -0.9% |
| Call minus put OI growth, 1 session | -0.8 pp |
| Call OI change, 5 sessions | +2,855 contracts · +3.3% |
| Put OI change, 5 sessions | +5,674 contracts · +3.4% |
| Call minus put OI growth, 5 sessions | -0.1 pp |
| Daily call OI change surprise | -0.24σ (252 prior changes) |
| Daily put OI change surprise | -0.36σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.19σ (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 23 completed Day +10 paths · latest Apr 17, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 23 | -0.2% | -1.5% to +0.5% | 43% | -1.2% to +0.5% | 0.0% |
| Day +2 | 23 | -0.1% | -1.3% to +1.0% | 48% | -0.8% to +0.8% | 0.0% |
| Day +3 | 23 | +0.3% | -1.3% to +2.5% | 57% | -1.1% to +1.6% | 0.0% |
| Day +4 | 23 | +0.8% | -1.8% to +1.8% | 52% | -1.3% to +1.0% | 0.0% |
| Day +5 | 23 | -0.1% | -2.0% to +2.3% | 48% | -1.7% to +1.6% | 0.0% |
| Day +6 | 23 | -0.9% | -2.7% to +2.9% | 43% | -1.9% to +2.6% | 0.0% |
| Day +7 | 23 | -1.3% | -3.9% to +2.5% | 35% | -3.5% to +1.2% | 0.0% |
| Day +8 | 23 | -2.3% | -4.3% to +2.7% | 43% | -3.0% to +1.4% | 0.0% |
| Day +9 | 23 | -0.2% | -2.9% to +2.5% | 43% | -2.5% to +1.0% | 0.0% |
| Day +10 | 23 | -0.7% | -2.4% to +4.1% | 43% | -1.8% to +0.3% | 0.0% |
Crosses above gamma max 24 completed Day +10 paths · latest Apr 15, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 24 | +0.2% | -1.0% to +1.3% | 54% | -1.0% to +1.2% | 0.0% |
| Day +2 | 24 | +0.1% | -1.2% to +2.5% | 50% | -0.9% to +1.9% | 0.0% |
| Day +3 | 24 | +1.0% | -0.6% to +2.7% | 71% | +0.1% to +2.3% | +0.1% |
| Day +4 | 24 | +0.8% | -0.3% to +4.6% | 71% | +0.4% to +3.5% | +0.4% |
| Day +5 | 24 | +1.3% | -0.2% to +3.7% | 58% | -0.1% to +2.5% | 0.0% |
| Day +6 | 24 | +1.0% | -1.4% to +4.2% | 63% | -1.1% to +3.3% | 0.0% |
| Day +7 | 24 | +2.2% | -1.8% to +6.4% | 58% | -1.5% to +4.7% | 0.0% |
| Day +8 | 24 | +1.6% | -2.6% to +6.3% | 63% | -1.9% to +5.5% | 0.0% |
| Day +9 | 24 | +0.9% | -2.6% to +6.4% | 58% | -1.3% to +5.1% | 0.0% |
| Day +10 | 24 | +0.4% | -3.3% to +6.5% | 54% | -2.2% to +6.4% | 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 | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 14 |
| Prior-year sessions closer to gamma max | 88.9% of 252 |
| Prior-year sessions closer to delta neutral | 97.6% of 252 |
| Open interest percentile (1y) | 75th |
| Daily open interest change versus prior year | -0.31σ (-3,166 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +3.3% |
| Open interest change, 21 sessions | -6.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 107.02 vs 108.09 (-1.0%)
- closed above delta neutral at 110.46 vs 108.85 (+1.5%)
- closed below delta neutral at 107.19 vs 108.43 (-1.2%)
- closed above delta neutral at 110.97 vs 107.11 (+3.5%)
- closed below delta neutral at 105.65 vs 106.43 (-0.7%)
- closed above delta neutral at 106.56 vs 105.94 (+0.6%)
- closed below delta neutral at 103.81 vs 104.23 (-0.4%)
- closed above delta neutral at 104.33 vs 103.91 (+0.4%)
- closed below delta neutral at 101.64 vs 102.42 (-0.8%)
- closed below gamma max at 103.60 vs 113.47 (-9.5%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/KKR
Questions people ask about KKR
Where is KKR's gamma max today?
As of Oct 2, 2026, the gamma max for KKR is 134.23, +48.7% from the 90.29 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 KKR above or below its delta neutral price?
KKR closed below delta neutral: 90.29 against a delta neutral price of 106.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KKR have?
264,578 contracts of open interest across 731 listed contracts on Oct 2, 2026, -1.2% 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.