Data through close

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

As of close · rank #1938 by open interest · snapshot page

REM's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 3.74, net GEX is 1,281,641, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.76
prev 18.00
Gamma max
18.38
+3.5% from close
Delta neutral
15.92
-10.4% from close
Gamma neutral
3.74
-78.9% from close
Open interest
12,174
+19.8% vs prev
Contracts listed
55
31 calls · 32 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
19.00
+7.0% from close
2026-10-16
GEX flip
3.74
-78.9% from close
Net GEX
1,281,641
10,527,688 per 100k OI
Call wall
18.00
+1.4% from close
Put wall
18.00
+1.4% from close
Put/call OI
0.31
2,867 puts / 9,307 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
55.8
within trailing 52-week range
Front / back ATM IV
+26.9% / +26.9%
0.1 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
165.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.18
2,208 contracts traded
Normalized net delta
0.121
option-holder convention
Modeled dealer delta
-0.121
opposite-side scenario
Vanna / 100k OI
616
volatility-sensitive delta
Charm / 100k OI
-2,868,318
time-decay-sensitive delta
IV surface range
254.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

REM closed 3.5% below its gamma max of 18.38. It is 10.4% above the delta neutral price of 15.92. Total open interest is 12,174, +19.8% 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

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Neighbours by open interest

Questions people ask about REM

Where is REM's gamma max today?

As of Oct 2, 2026, the gamma max for REM is 18.38, +3.5% from the 17.76 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 REM above or below its delta neutral price?

REM closed above delta neutral: 17.76 against a delta neutral price of 15.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does REM have?

12,174 contracts of open interest across 55 listed contracts on Oct 2, 2026, +19.8% 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.