Data through close

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

As of close · rank #1755 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

RGR's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 33.50, net GEX is 414,329, its put/call open-interest ratio is 1.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.37
prev 43.71
Gamma max
44.18
-0.4% from close
Delta neutral
48.91
+10.2% from close
Gamma neutral
33.50
-24.5% from close
Open interest
15,501
+0.2% vs prev
Contracts listed
45
23 calls · 30 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
50.00
+12.7% from close
2026-10-16
GEX flip
33.50
-24.5% from close
Net GEX
414,329
2,672,918 per 100k OI
Call wall
50.00
+12.7% from close
Put wall
50.00
+12.7% from close
Put/call OI
1.34
8,881 puts / 6,620 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
11.5
within trailing 52-week range
Front / back ATM IV
+40.0% / +38.8%
1.2 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.1%
front-window midpoint premium
25Δ risk reversal
10.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
212 contracts traded
Normalized net delta
-0.230
option-holder convention
Modeled dealer delta
0.230
opposite-side scenario
Vanna / 100k OI
-135
volatility-sensitive delta
Charm / 100k OI
5,382,962
time-decay-sensitive delta
IV surface range
123.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RGR closed 0.4% above its gamma max of 44.18. It is 10.2% below the delta neutral price of 48.91. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 15,501, +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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← HIG (#1754) PS (#1756) →

Questions people ask about RGR

Where is RGR's gamma max today?

As of Oct 2, 2026, the gamma max for RGR is 44.18, -0.4% from the 44.37 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 RGR above or below its delta neutral price?

RGR closed below delta neutral: 44.37 against a delta neutral price of 48.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RGR have?

15,501 contracts of open interest across 45 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.