Data through close

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

As of close · rank #1453 by open interest · snapshot page

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RGLD's nearest-expiration max pain is 250.00 for 2026-10-16, its GEX flip is 220.64, net GEX is 355,214, its put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
234.64
prev 232.33
Gamma max
277.25
+18.2% from close
Delta neutral
223.88
-4.6% from close
Gamma neutral
220.64
-6.0% from close
Open interest
23,637
-0.4% vs prev
Contracts listed
312
214 calls · 167 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
250.00
+6.5% from close
2026-10-16
GEX flip
220.64
-6.0% from close
Net GEX
355,214
1,502,787 per 100k OI
Call wall
250.00
+6.5% from close
Put wall
230.00
-2.0% from close
Put/call OI
0.59
8,736 puts / 14,901 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
25.9
within trailing 52-week range
Front / back ATM IV
+35.0% / +37.7%
-2.7 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
-2.5 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.01
330 contracts traded
Normalized net delta
0.103
option-holder convention
Modeled dealer delta
-0.103
opposite-side scenario
Vanna / 100k OI
2,475
volatility-sensitive delta
Charm / 100k OI
846,474
time-decay-sensitive delta
IV surface range
80.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RGLD closed 18.2% below its gamma max of 277.25. It is 4.6% above the delta neutral price of 223.88. Total open interest is 23,637, -0.4% 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

← SGMT (#1452) NFGC (#1454) →

Questions people ask about RGLD

Where is RGLD's gamma max today?

As of Oct 2, 2026, the gamma max for RGLD is 277.25, +18.2% from the 234.64 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 RGLD above or below its delta neutral price?

RGLD closed above delta neutral: 234.64 against a delta neutral price of 223.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RGLD have?

23,637 contracts of open interest across 312 listed contracts on Oct 2, 2026, -0.4% 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.