Data through close

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

As of close · rank #3499 by open interest · snapshot page

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R's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 225.33, net GEX is 64,735, its put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
237.24
prev 230.92
Gamma max
247.05
+4.1% from close
Delta neutral
234.33
-1.2% from close
Gamma neutral
225.33
-5.0% from close
Open interest
1,324
0.0% vs prev
Contracts listed
74
51 calls · 33 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
240.00
+1.2% from close
2026-10-16
GEX flip
225.33
-5.0% from close
Net GEX
64,735
4,889,351 per 100k OI
Call wall
240.00
+1.2% from close
Put wall
250.00
+5.4% from close
Put/call OI
0.59
491 puts / 833 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
8.6
within trailing 52-week range
Front / back ATM IV
+28.7% / +33.8%
-5.1 pp front premium
Expected move
+5.6%
14 DTE · one standard deviation
ATM straddle / spot
+4.3%
front-window midpoint premium
25Δ risk reversal
24.8 pp
put IV minus call IV
IV butterfly
-0.5 pp
front-window smile convexity
Volume / open interest
0.01
14 contracts traded
Normalized net delta
0.045
option-holder convention
Modeled dealer delta
-0.045
opposite-side scenario
Vanna / 100k OI
680
volatility-sensitive delta
Charm / 100k OI
-1,049,245
time-decay-sensitive delta
IV surface range
26.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

R closed 4.1% below its gamma max of 247.05. It is 1.2% above the delta neutral price of 234.33. Total open interest is 1,324, 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

Neighbours by open interest

← STRZ (#3498) TWI (#3500) →

Questions people ask about R

Where is R's gamma max today?

As of Oct 2, 2026, the gamma max for R is 247.05, +4.1% from the 237.24 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 R above or below its delta neutral price?

R closed above delta neutral: 237.24 against a delta neutral price of 234.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does R have?

1,324 contracts of open interest across 74 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.