RCAT max pain, gamma exposure (GEX) & options open interest
As of close · rank #309 by open interest · 1,052 sessions of history since Oct 4, 2021
RCAT's nearest-expiration max pain is 7.00 for 2026-10-09, its GEX flip is 5.49, net GEX is 1,836,089, its put/call open-interest ratio is 0.36. 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: smile convexity -14.5 pp · 7d expected move +10.2%
RCAT closed 50.8% below its gamma max of 9.65. It is 4.0% below the delta neutral price of 6.66. Total open interest is 288,599, -3.0% versus the previous session. Its options catalyst-intensity score is 59.7 out of 100, led by smile convexity -14.5 pp, 7d expected move +10.2%. 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 | -6,998 contracts · -3.2% |
| Put OI change, 1 session | -1,898 contracts · -2.4% |
| Call minus put OI growth, 1 session | -0.8 pp |
| Call OI change, 5 sessions | +9,141 contracts · +4.5% |
| Put OI change, 5 sessions | +10,274 contracts · +15.4% |
| Call minus put OI growth, 5 sessions | -10.9 pp |
| Daily call OI change surprise | -0.55σ (252 prior changes) |
| Daily put OI change surprise | -0.29σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.10σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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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 43 completed Day +10 paths · latest Jun 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 43 | -1.4% | -4.7% to +3.0% | 42% | -2.2% to +1.8% | 0.0% |
| Day +2 | 43 | +2.5% | -3.3% to +6.6% | 58% | -1.6% to +4.7% | 0.0% |
| Day +3 | 43 | 0.0% | -7.6% to +4.5% | 49% | -2.3% to +3.1% | 0.0% |
| Day +4 | 43 | +0.1% | -8.0% to +2.4% | 51% | -2.2% to +1.0% | 0.0% |
| Day +5 | 43 | -1.8% | -11.4% to +3.5% | 40% | -6.4% to +0.8% | 0.0% |
| Day +6 | 43 | -1.1% | -14.0% to +8.0% | 44% | -11.0% to +4.2% | 0.0% |
| Day +7 | 43 | -5.7% | -13.0% to +6.4% | 35% | -11.0% to -1.3% | -1.3% |
| Day +8 | 43 | -3.9% | -18.6% to +6.4% | 37% | -13.6% to +1.4% | 0.0% |
| Day +9 | 43 | -6.2% | -14.8% to +6.3% | 40% | -10.3% to +1.8% | 0.0% |
| Day +10 | 43 | -3.6% | -15.0% to +6.4% | 40% | -8.3% to +0.6% | 0.0% |
Crosses above gamma max 36 completed Day +10 paths · latest Jun 1, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 36 | -1.0% | -5.2% to +3.8% | 44% | -3.3% to +2.5% | 0.0% |
| Day +2 | 36 | -1.5% | -5.4% to +4.3% | 39% | -3.5% to +0.9% | 0.0% |
| Day +3 | 36 | -2.5% | -7.0% to +7.9% | 44% | -5.1% to +5.5% | 0.0% |
| Day +4 | 36 | -2.1% | -10.5% to +5.9% | 42% | -8.8% to +3.1% | 0.0% |
| Day +5 | 36 | -0.6% | -8.6% to +5.8% | 47% | -2.9% to +2.5% | 0.0% |
| Day +6 | 36 | -4.3% | -13.0% to +8.1% | 39% | -11.8% to +1.2% | 0.0% |
| Day +7 | 36 | -4.0% | -15.3% to +5.4% | 36% | -11.9% to +1.0% | 0.0% |
| Day +8 | 36 | -7.0% | -15.6% to +12.6% | 42% | -12.9% to +4.0% | 0.0% |
| Day +9 | 36 | -8.2% | -19.9% to +11.6% | 33% | -15.2% to -0.2% | -0.2% |
| Day +10 | 36 | -8.9% | -16.1% to +3.5% | 31% | -13.7% to -2.9% | -2.9% |
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 | 10% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 11 |
| Prior-year sessions closer to gamma max | 99.2% of 252 |
| Prior-year sessions closer to delta neutral | 9.9% of 252 |
| Open interest percentile (1y) | 94th |
| Daily open interest change versus prior year | -0.47σ (-8,896 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +7.2% |
| Open interest change, 21 sessions | +3.7% |
| History available | Oct 4, 2021 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 6.59 vs 6.80 (-3.1%)
- closed above delta neutral at 6.94 vs 6.87 (+1.0%)
- closed below delta neutral at 6.95 vs 6.97 (-0.3%)
- closed above delta neutral at 6.75 vs 6.75 (+0.0%)
- closed below delta neutral at 7.09 vs 7.41 (-4.5%)
- closed above delta neutral at 7.64 vs 6.47 (+15.3%)
- closed below delta neutral at 7.67 vs 7.76 (-1.2%)
- closed above delta neutral at 9.27 vs 8.77 (+5.5%)
- closed below delta neutral at 8.90 vs 9.02 (-1.3%)
- closed below gamma max at 14.96 vs 15.24 (-1.8%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/RCAT
Questions people ask about RCAT
Where is RCAT's gamma max today?
As of Oct 2, 2026, the gamma max for RCAT is 9.65, +50.8% from the 6.40 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 RCAT above or below its delta neutral price?
RCAT closed below delta neutral: 6.40 against a delta neutral price of 6.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RCAT have?
288,599 contracts of open interest across 301 listed contracts on Oct 2, 2026, -3.0% 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.