Data through close

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

As of close · rank #4227 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

REYN's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 27.90, net GEX is -10,137, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.32
prev 21.94
Gamma max
26.81
+20.1% from close
Delta neutral
18.27
-18.2% from close
Gamma neutral
27.90
+25.0% from close
Open interest
361
+1.1% vs prev
Contracts listed
21
15 calls · 8 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
22.50
+0.8% from close
2026-10-16
GEX flip
27.90
+25.0% from close
Net GEX
-10,137
-2,808,026 per 100k OI
Call wall
25.00
+12.0% from close
Put wall
22.50
+0.8% from close
Put/call OI
0.40
104 puts / 257 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
52.6
within trailing 52-week range
Front / back ATM IV
+42.9% / +61.1%
-18.2 pp front premium
Expected move
+8.4%
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
0.247
option-holder convention
Modeled dealer delta
-0.240
opposite-side scenario
Vanna / 100k OI
-831
volatility-sensitive delta
Charm / 100k OI
-19,009,141
time-decay-sensitive delta
IV surface range
29.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

REYN closed 20.1% below its gamma max of 26.81. It is 18.2% above the delta neutral price of 18.27. Total open interest is 361, +1.1% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← BF.A (#4226) SLX (#4228) →

Questions people ask about REYN

Where is REYN's gamma max today?

As of Oct 2, 2026, the gamma max for REYN is 26.81, +20.1% from the 22.32 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 REYN above or below its delta neutral price?

REYN closed above delta neutral: 22.32 against a delta neutral price of 18.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does REYN have?

361 contracts of open interest across 21 listed contracts on Oct 2, 2026, +1.1% 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.