Data through close

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

As of close · rank #716 by open interest · snapshot page

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REPL's nearest-expiration max pain is 13.00 for 2026-10-09, its GEX flip is 7.74, net GEX is 1,526,371, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.07
prev 13.45
Gamma max
13.33
+2.0% from close
Delta neutral
9.38
-28.2% from close
Gamma neutral
7.74
-40.8% from close
Open interest
84,030
-3.5% vs prev
Contracts listed
170
134 calls · 100 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
13.00
-0.5% from close
2026-10-09
GEX flip
7.74
-40.8% from close
Net GEX
1,526,371
1,816,459 per 100k OI
Call wall
15.00
+14.8% from close
Put wall
11.00
-15.8% from close
Put/call OI
0.20
13,985 puts / 70,045 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
100.0
within trailing 52-week range
Front / back ATM IV
+86.3% / +73.3%
13.0 pp front premium
Expected move
+11.9%
7 DTE · one standard deviation
ATM straddle / spot
+6.7%
front-window midpoint premium
25Δ risk reversal
96.3 pp
put IV minus call IV
IV butterfly
49.8 pp
front-window smile convexity
Volume / open interest
0.01
1,025 contracts traded
Normalized net delta
0.500
option-holder convention
Modeled dealer delta
-0.402
opposite-side scenario
Vanna / 100k OI
-1,684
volatility-sensitive delta
Charm / 100k OI
-253,678
time-decay-sensitive delta
IV surface range
200.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

REPL closed 2.0% below its gamma max of 13.33. It is 28.2% above the delta neutral price of 9.38. Total open interest is 84,030, -3.5% 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

← FBTC (#715) FAST (#717) →

Questions people ask about REPL

Where is REPL's gamma max today?

As of Oct 2, 2026, the gamma max for REPL is 13.33, +2.0% from the 13.07 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 REPL above or below its delta neutral price?

REPL closed above delta neutral: 13.07 against a delta neutral price of 9.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does REPL have?

84,030 contracts of open interest across 170 listed contracts on Oct 2, 2026, -3.5% 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.