Data through close

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

As of close · rank #2823 by open interest · snapshot page

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RBA's nearest-expiration max pain is 82.50 for 2026-10-16, net GEX is 250,558, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
81.88
prev 81.59
Gamma max
85.40
+4.3% from close
Delta neutral
83.90
+2.5% from close
Gamma neutral
81.88
0.0% from close
Open interest
3,424
+0.1% vs prev
Contracts listed
77
46 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
82.50
+0.8% from close
2026-10-16
GEX flip
–
Net GEX
250,558
7,317,706 per 100k OI
Call wall
85.00
+3.8% from close
Put wall
100.00
+22.1% from close
Put/call OI
0.41
989 puts / 2,435 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
0.2
within trailing 52-week range
Front / back ATM IV
+31.6% / +34.9%
-3.3 pp front premium
Expected move
+6.2%
14 DTE · one standard deviation
ATM straddle / spot
+12.1%
front-window midpoint premium
25Δ risk reversal
-8.6 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
-0.040
option-holder convention
Modeled dealer delta
0.040
opposite-side scenario
Vanna / 100k OI
2,891
volatility-sensitive delta
Charm / 100k OI
-968,838
time-decay-sensitive delta
IV surface range
32.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RBA closed 4.3% below its gamma max of 85.40. It is 2.5% below the delta neutral price of 83.90. Total open interest is 3,424, +0.1% 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

← MRX (#2822) PNW (#2824) →

Questions people ask about RBA

Where is RBA's gamma max today?

As of Oct 2, 2026, the gamma max for RBA is 85.40, +4.3% from the 81.88 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 RBA above or below its delta neutral price?

RBA closed below delta neutral: 81.88 against a delta neutral price of 83.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RBA have?

3,424 contracts of open interest across 77 listed contracts on Oct 2, 2026, +0.1% 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.