Data through close

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

As of close · rank #1883 by open interest · snapshot page

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RJF's nearest-expiration max pain is 165.00 for 2026-10-16, its GEX flip is 153.28, net GEX is 354,730, its put/call open-interest ratio is 0.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
158.21
prev 159.77
Gamma max
179.34
+13.4% from close
Delta neutral
159.84
+1.0% from close
Gamma neutral
153.28
-3.1% from close
Open interest
12,955
-1.1% vs prev
Contracts listed
144
76 calls · 77 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
165.00
+4.3% from close
2026-10-16
GEX flip
153.28
-3.1% from close
Net GEX
354,730
2,738,172 per 100k OI
Call wall
165.00
+4.3% from close
Put wall
155.00
-2.0% from close
Put/call OI
0.60
4,866 puts / 8,089 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
13.1
within trailing 52-week range
Front / back ATM IV
+29.5% / +27.6%
1.8 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
0.8 pp
put IV minus call IV
IV butterfly
-0.8 pp
front-window smile convexity
Volume / open interest
0.01
87 contracts traded
Normalized net delta
-0.012
option-holder convention
Modeled dealer delta
0.012
opposite-side scenario
Vanna / 100k OI
4,848
volatility-sensitive delta
Charm / 100k OI
253,284
time-decay-sensitive delta
IV surface range
55.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RJF closed 13.4% below its gamma max of 179.34. It is 1.0% below the delta neutral price of 159.84. Total open interest is 12,955, -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

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In today's screens

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Neighbours by open interest

← DD (#1882) PRQR (#1884) →

Questions people ask about RJF

Where is RJF's gamma max today?

As of Oct 2, 2026, the gamma max for RJF is 179.34, +13.4% from the 158.21 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 RJF above or below its delta neutral price?

RJF closed below delta neutral: 158.21 against a delta neutral price of 159.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RJF have?

12,955 contracts of open interest across 144 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.