Data through close

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

As of close · rank #3971 by open interest · snapshot page

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RBC's nearest-expiration max pain is 530.00 for 2026-10-16, its GEX flip is 479.72, net GEX is 19,041, its put/call open-interest ratio is 0.57. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
515.56
prev 508.49
Gamma max
622.90
+20.8% from close
Delta neutral
490.70
-4.8% from close
Gamma neutral
479.72
-7.0% from close
Open interest
589
+0.3% vs prev
Contracts listed
98
64 calls · 41 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
530.00
+2.8% from close
2026-10-16
GEX flip
479.72
-7.0% from close
Net GEX
19,041
3,232,753 per 100k OI
Call wall
490.00
-5.0% from close
Put wall
500.00
-3.0% from close
Put/call OI
0.57
214 puts / 375 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
12.7
within trailing 52-week range
Front / back ATM IV
+29.7% / +32.2%
-2.5 pp front premium
Expected move
+5.8%
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
0.01
4 contracts traded
Normalized net delta
0.116
option-holder convention
Modeled dealer delta
-0.116
opposite-side scenario
Vanna / 100k OI
-509
volatility-sensitive delta
Charm / 100k OI
-2,517,997
time-decay-sensitive delta
IV surface range
12.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RBC closed 20.8% below its gamma max of 622.90. It is 4.8% above the delta neutral price of 490.70. Total open interest is 589, +0.3% versus the previous session. What gamma max means · What delta neutral means

History

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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

← IYE (#3970) PATK (#3972) →

Questions people ask about RBC

Where is RBC's gamma max today?

As of Oct 2, 2026, the gamma max for RBC is 622.90, +20.8% from the 515.56 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 RBC above or below its delta neutral price?

RBC closed above delta neutral: 515.56 against a delta neutral price of 490.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RBC have?

589 contracts of open interest across 98 listed contracts on Oct 2, 2026, +0.3% 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.