Data through close

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

As of close · rank #3572 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

RDN's nearest-expiration max pain is 35.00 for 2026-10-16, net GEX is 47,173, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.57
prev 31.22
Gamma max
35.96
+10.4% from close
Delta neutral
32.92
+1.1% from close
Gamma neutral
32.57
0.0% from close
Open interest
1,194
+2.8% vs prev
Contracts listed
81
48 calls · 38 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
+7.5% from close
2026-10-16
GEX flip
–
Net GEX
47,173
3,950,875 per 100k OI
Call wall
37.00
+13.6% from close
Put wall
35.00
+7.5% from close
Put/call OI
0.47
383 puts / 811 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
20.1
within trailing 52-week range
Front / back ATM IV
+57.4% / +38.5%
18.9 pp front premium
Expected move
+11.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
1.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.09
112 contracts traded
Normalized net delta
0.012
option-holder convention
Modeled dealer delta
-0.011
opposite-side scenario
Vanna / 100k OI
586
volatility-sensitive delta
Charm / 100k OI
-76,466
time-decay-sensitive delta
IV surface range
245.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RDN closed 10.4% below its gamma max of 35.96. It is 1.1% below the delta neutral price of 32.92. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,194, +2.8% 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

Neighbours by open interest

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Questions people ask about RDN

Where is RDN's gamma max today?

As of Oct 2, 2026, the gamma max for RDN is 35.96, +10.4% from the 32.57 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 RDN above or below its delta neutral price?

RDN closed below delta neutral: 32.57 against a delta neutral price of 32.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RDN have?

1,194 contracts of open interest across 81 listed contracts on Oct 2, 2026, +2.8% 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.