Data through close

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

As of close · rank #4013 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

REW's nearest-expiration max pain is 10.00 for 2026-10-16, net GEX is 39,324, its put/call open-interest ratio is 0.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.92
prev 10.11
Gamma max
9.77
-1.5% from close
Delta neutral
3.27
-67.1% from close
Gamma neutral
9.92
0.0% from close
Open interest
542
-0.2% vs prev
Contracts listed
32
31 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
10.00
+0.8% from close
2026-10-16
GEX flip
–
Net GEX
39,324
7,255,365 per 100k OI
Call wall
17.00
+71.4% from close
Put wall
11.00
+10.9% from close
Put/call OI
0.01
6 puts / 536 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
81.4
within trailing 52-week range
Front / back ATM IV
+61.0% / +59.5%
1.5 pp front premium
Expected move
+11.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.310
option-holder convention
Modeled dealer delta
-0.310
opposite-side scenario
Vanna / 100k OI
6,273
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
6.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

REW closed 1.5% above its gamma max of 9.77. It is 67.1% above the delta neutral price of 3.27. Total open interest is 542, -0.2% 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

← XGN (#4012) MCRI (#4014) →

Questions people ask about REW

Where is REW's gamma max today?

As of Oct 2, 2026, the gamma max for REW is 9.77, -1.5% from the 9.92 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 REW above or below its delta neutral price?

REW closed above delta neutral: 9.92 against a delta neutral price of 3.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does REW have?

542 contracts of open interest across 32 listed contracts on Oct 2, 2026, -0.2% 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.