Data through close

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

As of close · rank #3039 by open interest · snapshot page

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RCEL's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 9.38, net GEX is 226,917, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.72
prev 12.01
Gamma max
14.16
+11.3% from close
Delta neutral
10.65
-16.3% from close
Gamma neutral
9.38
-26.2% from close
Open interest
2,542
-0.2% vs prev
Contracts listed
28
24 calls · 16 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
10.00
-21.4% from close
2026-10-16
GEX flip
9.38
-26.2% from close
Net GEX
226,917
8,926,699 per 100k OI
Call wall
12.50
-1.7% from close
Put wall
10.00
-21.4% from close
Put/call OI
0.51
861 puts / 1,681 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
44.2
within trailing 52-week range
Front / back ATM IV
+73.2% / +94.0%
-20.8 pp front premium
Expected move
+14.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
89.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
60 contracts traded
Normalized net delta
0.192
option-holder convention
Modeled dealer delta
-0.186
opposite-side scenario
Vanna / 100k OI
2,046
volatility-sensitive delta
Charm / 100k OI
-625,728
time-decay-sensitive delta
IV surface range
89.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RCEL closed 11.3% below its gamma max of 14.16. It is 16.3% above the delta neutral price of 10.65. Total open interest is 2,542, -0.2% 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

← QTRX (#3038) LUNG (#3040) →

Questions people ask about RCEL

Where is RCEL's gamma max today?

As of Oct 2, 2026, the gamma max for RCEL is 14.16, +11.3% from the 12.72 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 RCEL above or below its delta neutral price?

RCEL closed above delta neutral: 12.72 against a delta neutral price of 10.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RCEL have?

2,542 contracts of open interest across 28 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.