Data through close

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

As of close · rank #2357 by open interest · snapshot page

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RCI's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 35.11, net GEX is -1,045,429, its put/call open-interest ratio is 1.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.83
prev 30.72
Gamma max
40.95
+32.8% from close
Delta neutral
34.62
+12.3% from close
Gamma neutral
35.11
+13.9% from close
Open interest
6,902
+2.4% vs prev
Contracts listed
36
18 calls · 18 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
35.00
+13.5% from close
2026-10-16
GEX flip
35.11
+13.9% from close
Net GEX
-1,045,429
-15,146,754 per 100k OI
Call wall
35.00
+13.5% from close
Put wall
30.00
-2.7% from close
Put/call OI
1.64
4,283 puts / 2,619 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
5.6
within trailing 52-week range
Front / back ATM IV
+25.0% / +30.5%
-5.6 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-99.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
243 contracts traded
Normalized net delta
-0.203
option-holder convention
Modeled dealer delta
0.203
opposite-side scenario
Vanna / 100k OI
1,869
volatility-sensitive delta
Charm / 100k OI
53,390
time-decay-sensitive delta
IV surface range
61.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RCI closed 32.8% below its gamma max of 40.95. It is 12.3% below the delta neutral price of 34.62. Total open interest is 6,902, +2.4% 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

← DLB (#2356) EWZS (#2358) →

Questions people ask about RCI

Where is RCI's gamma max today?

As of Oct 2, 2026, the gamma max for RCI is 40.95, +32.8% from the 30.83 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 RCI above or below its delta neutral price?

RCI closed below delta neutral: 30.83 against a delta neutral price of 34.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RCI have?

6,902 contracts of open interest across 36 listed contracts on Oct 2, 2026, +2.4% 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.