RIVN max pain, gamma exposure (GEX) & options open interest
As of close · rank #53 by open interest · 1,151 sessions of history since Nov 17, 2021
RIVN's nearest-expiration max pain is 15.00 for 2026-10-09, its GEX flip is 13.54, net GEX is 14,888,086, its put/call open-interest ratio is 0.96. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.10 · 25Δ risk reversal -13.6 pp
RIVN closed 21.1% below its gamma max of 17.32. It is 3.1% above the delta neutral price of 13.85. Total open interest is 2,032,813, -3.5% versus the previous session. Its options catalyst-intensity score is 46.8 out of 100, led by volume/OI 0.10, 25Δ risk reversal -13.6 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -49,765 contracts · -4.6% |
| Put OI change, 1 session | -23,576 contracts · -2.3% |
| Call minus put OI growth, 1 session | -2.3 pp |
| Call OI change, 5 sessions | +43,347 contracts · +4.4% |
| Put OI change, 5 sessions | +16,287 contracts · +1.7% |
| Call minus put OI growth, 5 sessions | +2.7 pp |
| Daily call OI change surprise | -0.81σ (252 prior changes) |
| Daily put OI change surprise | -0.47σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.09σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 11 completed Day +10 paths · latest Jul 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 11 | +1.8% | -1.2% to +3.7% | 64% | -2.3% to +4.1% | 0.0% |
| Day +2 | 11 | +4.2% | -5.6% to +6.3% | 64% | -5.7% to +6.5% | 0.0% |
| Day +3 | 11 | +5.1% | -8.8% to +9.6% | 55% | -10.4% to +10.6% | 0.0% |
| Day +4 | 11 | +3.3% | -6.3% to +7.7% | 55% | -6.4% to +8.7% | 0.0% |
| Day +5 | 11 | +4.0% | -3.7% to +8.0% | 55% | -6.2% to +8.3% | 0.0% |
| Day +6 | 11 | +3.5% | -3.3% to +8.8% | 73% | -7.1% to +11.1% | 0.0% |
| Day +7 | 11 | +2.9% | -2.8% to +8.5% | 73% | -6.1% to +10.9% | 0.0% |
| Day +8 | 11 | +2.2% | -3.8% to +7.4% | 64% | -4.5% to +9.1% | 0.0% |
| Day +9 | 11 | +4.9% | -6.5% to +8.7% | 55% | -8.3% to +9.5% | 0.0% |
| Day +10 | 11 | +2.0% | -8.0% to +7.1% | 55% | -9.6% to +8.2% | 0.0% |
Crosses below gamma max 8 completed Day +10 paths · latest Dec 22, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | +2.4% | -2.6% to +3.4% | 63% | -2.6% to +4.2% | 0.0% |
| Day +2 | 8 | +3.8% | +0.5% to +6.7% | 75% | -2.9% to +7.0% | 0.0% |
| Day +3 | 8 | +2.4% | -0.9% to +4.8% | 75% | -3.9% to +6.8% | 0.0% |
| Day +4 | 8 | +1.5% | -3.3% to +3.9% | 63% | -5.0% to +5.7% | 0.0% |
| Day +5 | 8 | +0.3% | -7.0% to +3.2% | 50% | -9.9% to +4.6% | 0.0% |
| Day +6 | 8 | -0.9% | -4.8% to +2.0% | 50% | -9.4% to +3.3% | 0.0% |
| Day +7 | 8 | -3.7% | -6.3% to -0.6% | 25% | -10.8% to +3.9% | 0.0% |
| Day +8 | 8 | -2.0% | -7.4% to +4.1% | 50% | -9.9% to +6.9% | 0.0% |
| Day +9 | 8 | -4.5% | -10.5% to +4.2% | 38% | -11.2% to +8.5% | 0.0% |
| Day +10 | 8 | -7.6% | -8.5% to +1.9% | 38% | -10.6% to +3.9% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 8 |
| Prior-year sessions closer to gamma max | 82.9% of 252 |
| Prior-year sessions closer to delta neutral | 12.3% of 252 |
| Open interest percentile (1y) | 6th |
| Daily open interest change versus prior year | -0.68σ (-73,341 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +3.0% |
| Open interest change, 21 sessions | -12.9% |
| History available | Nov 17, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 16.49 vs 19.28 (-16.9%)
- closed above gamma max at 18.63 vs 18.56 (+0.4%)
- closed above delta neutral at 13.73 vs 13.12 (+4.5%)
- closed below delta neutral at 13.35 vs 13.37 (-0.1%)
- closed above delta neutral at 17.73 vs 15.17 (+14.4%)
- closed below delta neutral at 14.00 vs 14.34 (-2.5%)
- closed above delta neutral at 14.81 vs 14.61 (+1.4%)
- closed below delta neutral at 14.44 vs 14.66 (-1.5%)
- closed above delta neutral at 15.20 vs 14.95 (+1.7%)
- closed below delta neutral at 15.28 vs 15.29 (-0.1%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/RIVN
Questions people ask about RIVN
Where is RIVN's gamma max today?
As of Oct 2, 2026, the gamma max for RIVN is 17.32, +21.1% from the 14.30 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 RIVN above or below its delta neutral price?
RIVN closed above delta neutral: 14.30 against a delta neutral price of 13.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RIVN have?
2,032,813 contracts of open interest across 575 listed contracts on Oct 2, 2026, -3.5% 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.