PR max pain, gamma exposure (GEX) & options open interest
As of close · rank #609 by open interest · 949 sessions of history since Sep 2, 2022
PR's nearest-expiration max pain is 22.00 for 2026-10-16, its GEX flip is 14.98, net GEX is 10,654,269, its put/call open-interest ratio is 0.25. 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: 25Δ risk reversal -126.2 pp
PR closed 11.6% below its gamma max of 24.68. It is 10.7% above the delta neutral price of 19.76. Total open interest is 106,736, -0.2% versus the previous session. Its options catalyst-intensity score is 50.9 out of 100, led by 25Δ risk reversal -126.2 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 | -239 contracts · -0.3% |
| Put OI change, 1 session | -2 contracts · -0.0% |
| Call minus put OI growth, 1 session | -0.3 pp |
| Call OI change, 5 sessions | -1,106 contracts · -1.3% |
| Put OI change, 5 sessions | +2,105 contracts · +11.0% |
| Call minus put OI growth, 5 sessions | -12.3 pp |
| Daily call OI change surprise | -0.05σ (252 prior changes) |
| Daily put OI change surprise | +0.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.08σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
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 24 completed Day +10 paths · latest Aug 24, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 24 | -0.7% | -1.4% to +1.3% | 38% | -1.2% to +0.7% | 0.0% |
| Day +2 | 24 | -0.7% | -3.0% to +1.1% | 33% | -2.7% to +0.5% | 0.0% |
| Day +3 | 24 | -0.3% | -2.1% to +3.4% | 46% | -1.9% to +3.2% | 0.0% |
| Day +4 | 24 | -0.2% | -2.3% to +3.4% | 46% | -2.0% to +1.8% | 0.0% |
| Day +5 | 24 | -0.5% | -2.9% to +2.7% | 50% | -2.7% to +2.4% | 0.0% |
| Day +6 | 24 | +0.1% | -4.2% to +3.2% | 50% | -3.8% to +1.7% | 0.0% |
| Day +7 | 24 | +1.1% | -3.5% to +4.3% | 58% | -3.2% to +3.8% | 0.0% |
| Day +8 | 24 | +0.6% | -3.4% to +4.7% | 54% | -2.9% to +4.0% | 0.0% |
| Day +9 | 24 | +0.7% | -3.0% to +6.8% | 54% | -2.5% to +5.3% | 0.0% |
| Day +10 | 24 | +0.1% | -4.0% to +6.9% | 50% | -2.7% to +4.5% | 0.0% |
Crosses above gamma max 27 completed Day +10 paths · latest Aug 21, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 27 | -0.3% | -1.6% to +1.5% | 44% | -1.3% to +0.7% | 0.0% |
| Day +2 | 27 | +0.7% | -2.3% to +2.6% | 56% | -1.9% to +1.7% | 0.0% |
| Day +3 | 27 | -0.5% | -2.3% to +2.8% | 41% | -1.9% to +1.7% | 0.0% |
| Day +4 | 27 | +0.3% | -3.3% to +3.0% | 52% | -2.5% to +2.5% | 0.0% |
| Day +5 | 27 | +0.8% | -4.0% to +4.4% | 56% | -2.5% to +3.7% | 0.0% |
| Day +6 | 27 | 0.0% | -2.5% to +5.6% | 48% | -1.9% to +4.8% | 0.0% |
| Day +7 | 27 | +0.2% | -4.6% to +5.1% | 52% | -3.5% to +4.1% | 0.0% |
| Day +8 | 27 | +0.4% | -4.3% to +5.5% | 56% | -3.2% to +3.0% | 0.0% |
| Day +9 | 27 | -0.1% | -3.5% to +5.4% | 44% | -3.2% to +2.7% | 0.0% |
| Day +10 | 27 | -1.3% | -4.3% to +6.0% | 48% | -3.8% to +5.3% | 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 | 17% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 82.5% of 252 |
| Prior-year sessions closer to delta neutral | 21.0% of 252 |
| Open interest percentile (1y) | 79th |
| Daily open interest change versus prior year | -0.04σ (-241 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.9% |
| Open interest change, 21 sessions | -1.7% |
| History available | Sep 2, 2022 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 23.69 vs 23.93 (-1.0%)
- closed above gamma max at 23.75 vs 23.70 (+0.2%)
- closed below gamma max at 21.13 vs 21.42 (-1.4%)
- closed above gamma max at 21.18 vs 21.07 (+0.5%)
- closed below gamma max at 20.60 vs 21.04 (-2.1%)
- closed above gamma max at 20.07 vs 19.07 (+5.0%)
- closed below gamma max at 19.23 vs 19.83 (-3.1%)
- closed above gamma max at 15.30 vs 15.00 (+1.9%)
- closed below gamma max at 13.55 vs 14.65 (-8.1%)
- closed above gamma max at 13.54 vs 13.09 (+3.3%)
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/PR
Questions people ask about PR
Where is PR's gamma max today?
As of Oct 2, 2026, the gamma max for PR is 24.68, +11.6% from the 22.12 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 PR above or below its delta neutral price?
PR closed above delta neutral: 22.12 against a delta neutral price of 19.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PR have?
106,736 contracts of open interest across 165 listed contracts on Oct 2, 2026, -0.2% 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.