Data through close

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

As of close · rank #215 by open interest · 561 sessions of history since Mar 26, 2024

RDDT's nearest-expiration max pain is 150.00 for 2026-10-09, its GEX flip is 145.52, net GEX is 1,996,218, its put/call open-interest ratio is 0.82. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
147.86
prev 149.53
Gamma max
176.56
+19.4% from close
Delta neutral
142.96
-3.3% from close
Gamma neutral
145.52
-1.6% from close
Open interest
474,498
-7.6% vs prev
Contracts listed
1,143
674 calls · 621 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
150.00
+1.4% from close
2026-10-09
GEX flip
145.52
-1.6% from close
Net GEX
1,996,218
420,701 per 100k OI
Call wall
220.00
+48.8% from close
Put wall
115.00
-22.2% from close
Put/call OI
0.82
213,610 puts / 260,888 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
39.2
cross-sectional score / 100
Directional score
-0.7
mixed positioning
IV rank
87.2
within trailing 52-week range
Front / back ATM IV
+56.3% / +69.7%
-13.4 pp front premium
Expected move
+7.8%
7 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
-2.8 pp
put IV minus call IV
IV butterfly
0.8 pp
front-window smile convexity
Volume / open interest
0.13
69,433 contracts traded
Normalized net delta
0.039
option-holder convention
Modeled dealer delta
-0.039
opposite-side scenario
Vanna / 100k OI
4,885
volatility-sensitive delta
Charm / 100k OI
258,416
time-decay-sensitive delta
IV surface range
49.5 pp
published contour maximum minus minimum

Strongest relative signals: volume/OI 0.13 · IV rank 87

Download the complete dated analysis JSON .

RDDT closed 19.4% below its gamma max of 176.56. It is 3.3% above the delta neutral price of 142.96. Total open interest is 474,498, -7.6% versus the previous session. Its options catalyst-intensity score is 39.2 out of 100, led by volume/OI 0.13, IV rank 87. 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.

RDDT call and put open interest changes
Measure Value
Call OI change, 1 session -20,056 contracts · -7.1%
Put OI change, 1 session -18,924 contracts · -8.1%
Call minus put OI growth, 1 session +1.0 pp
Call OI change, 5 sessions +7,261 contracts · +2.9%
Put OI change, 5 sessions +5,809 contracts · +2.8%
Call minus put OI growth, 5 sessions +0.1 pp
Daily call OI change surprise -1.30σ (252 prior changes)
Daily put OI change surprise -1.69σ (252 prior changes)
Daily call-minus-put growth surprise +0.46σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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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 8 completed Day +10 paths · latest Jul 2, 2026
RDDT returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -20.0% -10.0% 0% +10.0% +20.0% Cross on Jun 18, 2025 Cross on Jul 3, 2025 Cross on Aug 4, 2025 Cross on Sep 11, 2025 Cross on Nov 26, 2025 Cross on Apr 17, 2026 Cross on May 29, 2026 Cross on Jul 2, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
RDDT historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 8 -0.7% -1.7% to +1.0% 38% -2.3% to +1.5% 0.0%
Day +2 8 -1.5% -4.4% to +3.1% 50% -5.0% to +4.3% 0.0%
Day +3 8 +0.5% -1.2% to +3.0% 63% -3.9% to +5.0% 0.0%
Day +4 8 +2.8% -1.4% to +4.9% 75% -6.6% to +6.8% 0.0%
Day +5 8 +1.3% -3.0% to +4.5% 63% -5.4% to +6.4% 0.0%
Day +6 8 +1.4% -2.4% to +4.4% 63% -3.1% to +7.3% 0.0%
Day +7 8 +2.9% -2.8% to +8.2% 63% -7.8% to +12.8% 0.0%
Day +8 8 -0.1% -8.3% to +9.4% 50% -8.9% to +14.2% 0.0%
Day +9 8 -3.0% -9.3% to +13.1% 38% -9.5% to +13.8% 0.0%
Day +10 8 -2.0% -7.0% to +12.1% 50% -8.1% to +14.7% 0.0%
Crosses above gamma max 8 completed Day +10 paths · latest Jul 1, 2026
RDDT returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -26.0% -13.0% 0% +13.0% +26.0% Cross on Nov 21, 2024 Cross on Jun 17, 2025 Cross on Jul 2, 2025 Cross on Aug 1, 2025 Cross on Sep 10, 2025 Cross on Apr 15, 2026 Cross on May 28, 2026 Cross on Jul 1, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
RDDT historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 8 +1.5% -1.6% to +5.3% 63% -2.1% to +5.5% 0.0%
Day +2 8 +2.4% -2.3% to +4.4% 63% -3.7% to +5.5% 0.0%
Day +3 8 +0.6% -1.9% to +2.6% 75% -8.4% to +4.9% 0.0%
Day +4 8 +0.0% -3.2% to +3.5% 50% -8.6% to +5.2% 0.0%
Day +5 8 +3.3% -1.7% to +6.8% 75% -10.3% to +9.7% 0.0%
Day +6 8 +0.7% -4.8% to +5.3% 50% -8.6% to +7.6% 0.0%
Day +7 8 +1.6% -3.0% to +3.3% 63% -5.2% to +6.9% 0.0%
Day +8 8 +1.7% -1.0% to +8.0% 63% -2.4% to +12.5% 0.0%
Day +9 8 -1.6% -7.1% to +5.6% 38% -8.3% to +13.7% 0.0%
Day +10 8 -1.8% -7.3% to +7.5% 50% -9.0% to +19.1% 0.0%

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

RDDT trailing historical statistics
Sessions closed above gamma max 2%
Gamma max crosses 8
Delta neutral crosses 20
Prior-year sessions closer to gamma max 81.0% of 252
Prior-year sessions closer to delta neutral 15.5% of 252
Open interest percentile (1y) 71th
Daily open interest change versus prior year -1.49σ (-38,980 contracts; 252 prior changes)
Open interest change, 5 sessions +2.8%
Open interest change, 21 sessions -10.0%
History available Mar 26, 2024 → Oct 2, 2026

Recent crosses

  1. closed above delta neutral at 149.53 vs 144.58 (+3.3%)
  2. closed below delta neutral at 142.42 vs 143.79 (-1.0%)
  3. closed above delta neutral at 145.36 vs 144.55 (+0.6%)
  4. closed below delta neutral at 143.08 vs 143.63 (-0.4%)
  5. closed above delta neutral at 158.05 vs 146.43 (+7.4%)
  6. closed below delta neutral at 144.62 vs 144.93 (-0.2%)
  7. closed above delta neutral at 153.28 vs 145.43 (+5.1%)
  8. closed below delta neutral at 150.31 vs 150.86 (-0.4%)
  9. closed above delta neutral at 154.70 vs 141.75 (+8.4%)
  10. closed below delta neutral at 140.67 vs 144.19 (-2.5%)

In today's screens

Neighbours by open interest

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Questions people ask about RDDT

Where is RDDT's gamma max today?

As of Oct 2, 2026, the gamma max for RDDT is 176.56, +19.4% from the 147.86 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 RDDT above or below its delta neutral price?

RDDT closed above delta neutral: 147.86 against a delta neutral price of 142.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RDDT have?

474,498 contracts of open interest across 1,143 listed contracts on Oct 2, 2026, -7.6% 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.