KORU max pain, gamma exposure (GEX) & options open interest
As of close · rank #287 by open interest · 1,390 sessions of history since Dec 2, 2020
KORU's nearest-expiration max pain is 21.50 for 2026-10-09, its GEX flip is 21.97, net GEX is 1,167,237, its put/call open-interest ratio is 0.93. 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: 7d expected move +16.6% · smile convexity -12.8 pp · volume/OI 0.09
KORU closed 20.5% below its gamma max of 27.66. It is 10.5% above the delta neutral price of 20.55. Total open interest is 323,228, -11.9% versus the previous session. Its options catalyst-intensity score is 60.9 out of 100, led by 7d expected move +16.6%, smile convexity -12.8 pp, volume/OI 0.09. 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 | -12,652 contracts · -7.0% |
| Put OI change, 1 session | -30,987 contracts · -16.6% |
| Call minus put OI growth, 1 session | +9.6 pp |
| Call OI change, 5 sessions | +5,137 contracts · +3.2% |
| Put OI change, 5 sessions | -1,885 contracts · -1.2% |
| Call minus put OI growth, 5 sessions | +4.4 pp |
| Daily call OI change surprise | -0.99σ (250 prior changes) |
| Daily put OI change surprise | -2.17σ (250 prior changes) |
| Daily call-minus-put growth surprise | — (146 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 above gamma max 33 completed Day +10 paths · latest Aug 13, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 33 | +0.5% | -2.7% to +3.6% | 55% | -1.3% to +2.7% | 0.0% |
| Day +2 | 33 | +0.9% | -2.5% to +4.8% | 58% | -1.3% to +3.4% | 0.0% |
| Day +3 | 33 | +0.7% | -2.7% to +4.4% | 58% | -2.4% to +3.6% | 0.0% |
| Day +4 | 33 | +0.9% | -7.0% to +5.4% | 58% | -3.4% to +4.4% | 0.0% |
| Day +5 | 33 | +0.5% | -3.7% to +6.6% | 52% | -2.6% to +4.5% | 0.0% |
| Day +6 | 33 | -0.3% | -5.4% to +8.1% | 48% | -5.0% to +5.0% | 0.0% |
| Day +7 | 33 | -0.8% | -10.0% to +7.5% | 45% | -7.0% to +3.8% | 0.0% |
| Day +8 | 33 | +2.5% | -10.0% to +9.2% | 55% | -6.5% to +6.4% | 0.0% |
| Day +9 | 33 | +0.6% | -10.2% to +7.6% | 52% | -6.1% to +5.0% | 0.0% |
| Day +10 | 33 | -1.5% | -9.3% to +6.4% | 48% | -6.6% to +2.2% | 0.0% |
Crosses below gamma max 33 completed Day +10 paths · latest May 7, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 33 | +2.2% | -0.3% to +4.4% | 70% | +0.4% to +3.3% | +0.4% |
| Day +2 | 33 | +0.4% | -2.0% to +5.5% | 64% | -0.1% to +3.4% | 0.0% |
| Day +3 | 33 | +1.1% | -2.7% to +4.3% | 52% | -1.1% to +3.5% | 0.0% |
| Day +4 | 33 | +2.1% | -2.6% to +5.4% | 55% | -1.6% to +4.7% | 0.0% |
| Day +5 | 33 | +0.5% | -6.7% to +7.1% | 52% | -3.5% to +5.1% | 0.0% |
| Day +6 | 33 | -1.4% | -9.7% to +5.0% | 42% | -5.1% to +2.8% | 0.0% |
| Day +7 | 33 | -1.5% | -6.7% to +7.3% | 42% | -3.6% to +3.5% | 0.0% |
| Day +8 | 33 | -2.7% | -7.7% to +6.5% | 42% | -5.7% to +2.7% | 0.0% |
| Day +9 | 33 | -1.0% | -9.8% to +9.8% | 42% | -8.0% to +2.8% | 0.0% |
| Day +10 | 33 | +0.5% | -8.5% to +11.1% | 52% | -6.7% to +4.8% | 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 | 21 |
| Delta neutral crosses | 40 |
| Prior-year sessions closer to gamma max | 41.3% of 252 |
| Prior-year sessions closer to delta neutral | 47.2% of 252 |
| Open interest percentile (1y) | 80th |
| Daily open interest change versus prior year | -0.92σ (-43,639 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +1.0% |
| Open interest change, 21 sessions | -27.5% |
| History available | Dec 2, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 21.09 vs 20.49 (+2.8%)
- closed below delta neutral at 20.02 vs 20.26 (-1.2%)
- closed above delta neutral at 21.59 vs 20.16 (+6.6%)
- closed below delta neutral at 20.14 vs 20.21 (-0.3%)
- closed above delta neutral at 20.04 vs 18.53 (+7.5%)
- closed below delta neutral at 18.57 vs 21.19 (-14.1%)
- closed above delta neutral at 23.11 vs 23.09 (+0.1%)
- closed below delta neutral at 21.17 vs 21.94 (-3.6%)
- closed above delta neutral at 23.47 vs 23.04 (+1.8%)
- closed below delta neutral at 20.77 vs 21.02 (-1.2%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/KORU
Questions people ask about KORU
Where is KORU's gamma max today?
As of Oct 2, 2026, the gamma max for KORU is 27.66, +20.5% from the 22.95 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 KORU above or below its delta neutral price?
KORU closed above delta neutral: 22.95 against a delta neutral price of 20.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KORU have?
323,228 contracts of open interest across 1,082 listed contracts on Oct 2, 2026, -11.9% 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.