Data through close

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

As of close · rank #3658 by open interest · snapshot page

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ORRF's nearest-expiration max pain is 35.00 for 2026-10-16, net GEX is 340,800, its put/call open-interest ratio is 0.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.67
prev 41.03
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
1,050
0.0% vs prev
Contracts listed
12
6 calls · 6 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
35.00
-16.0% from close
2026-10-16
GEX flip
–
Net GEX
340,800
32,457,101 per 100k OI
Call wall
45.00
+8.0% from close
Put wall
45.00
+8.0% from close
Put/call OI
0.01
10 puts / 1,040 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
0.0
within trailing 52-week range
Front / back ATM IV
+51.7% / +51.7%
0.0 pp front premium
Expected move
+10.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.233
option-holder convention
Modeled dealer delta
-0.233
opposite-side scenario
Vanna / 100k OI
2,571
volatility-sensitive delta
Charm / 100k OI
-2,501,524
time-decay-sensitive delta
IV surface range
6.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 1,050, 0.0% 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

← WTAI (#3657) CTA (#3659) →

Questions people ask about ORRF

Where is ORRF's gamma max today?

No gamma max could be computed for ORRF on Oct 2, 2026. 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 ORRF above or below its delta neutral price?

No delta neutral price was available for ORRF on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ORRF have?

1,050 contracts of open interest across 12 listed contracts on Oct 2, 2026, 0.0% 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.