Data through close

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

As of close · rank #4219 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

REGL's nearest-expiration max pain is 83.00 for 2026-10-16, net GEX is 45,923, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
87.72
prev 86.89
Gamma max
81.28
-7.3% from close
Delta neutral
79.65
-9.2% from close
Gamma neutral
87.72
0.0% from close
Open interest
367
0.0% vs prev
Contracts listed
22
18 calls · 4 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
83.00
-5.4% from close
2026-10-16
GEX flip
–
Net GEX
45,923
12,512,944 per 100k OI
Call wall
79.00
-9.9% from close
Put wall
97.00
+10.6% from close
Put/call OI
0.42
108 puts / 259 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
17.9
within trailing 52-week range
Front / back ATM IV
+18.6% / +15.8%
2.8 pp front premium
Expected move
+3.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
5.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.304
option-holder convention
Modeled dealer delta
-0.304
opposite-side scenario
Vanna / 100k OI
-3,815
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
6.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

REGL closed 7.3% above its gamma max of 81.28. It is 9.2% above the delta neutral price of 79.65. Total open interest is 367, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← PEJ (#4218) TCMD (#4220) →

Questions people ask about REGL

Where is REGL's gamma max today?

As of Oct 2, 2026, the gamma max for REGL is 81.28, -7.3% from the 87.72 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 REGL above or below its delta neutral price?

REGL closed above delta neutral: 87.72 against a delta neutral price of 79.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does REGL have?

367 contracts of open interest across 22 listed contracts on Oct 2, 2026, 0.0% 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.