Data through close

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

As of close · rank #4260 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

REX's nearest-expiration max pain is 40.00 for 2026-10-16, net GEX is 29,042, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
43.37
prev 43.75
Gamma max
40.05
-7.7% from close
Delta neutral
23.00
-47.0% from close
Gamma neutral
43.37
0.0% from close
Open interest
330
+3.1% vs prev
Contracts listed
22
20 calls · 7 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
40.00
-7.8% from close
2026-10-16
GEX flip
–
Net GEX
29,042
8,800,494 per 100k OI
Call wall
55.00
+26.8% from close
Put wall
50.00
+15.3% from close
Put/call OI
0.10
29 puts / 301 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
+67.6% / +37.1%
30.5 pp front premium
Expected move
+13.2%
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
0 contracts traded
Normalized net delta
0.457
option-holder convention
Modeled dealer delta
-0.457
opposite-side scenario
Vanna / 100k OI
303
volatility-sensitive delta
Charm / 100k OI
-1,998,182
time-decay-sensitive delta
IV surface range
140.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

REX closed 7.7% above its gamma max of 40.05. It is 47.0% above the delta neutral price of 23.00. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 330, +3.1% 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

← JAKK (#4259) COYA (#4261) →

Questions people ask about REX

Where is REX's gamma max today?

As of Oct 2, 2026, the gamma max for REX is 40.05, -7.7% from the 43.37 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 REX above or below its delta neutral price?

REX closed above delta neutral: 43.37 against a delta neutral price of 23.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does REX have?

330 contracts of open interest across 22 listed contracts on Oct 2, 2026, +3.1% 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.