Data through close

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

As of close · rank #2298 by open interest · snapshot page

RL's nearest-expiration max pain is 360.00 for 2026-10-16, its GEX flip is 345.24, net GEX is 366,519, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
363.60
prev 362.97
Gamma max
373.37
+2.7% from close
Delta neutral
351.38
-3.4% from close
Gamma neutral
345.24
-5.0% from close
Open interest
7,443
+0.3% vs prev
Contracts listed
212
140 calls · 103 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
360.00
-1.0% from close
2026-10-16
GEX flip
345.24
-5.0% from close
Net GEX
366,519
4,924,340 per 100k OI
Call wall
360.00
-1.0% from close
Put wall
320.00
-12.0% from close
Put/call OI
1.02
3,759 puts / 3,684 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
35.2
within trailing 52-week range
Front / back ATM IV
+29.8% / +38.8%
-9.1 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
-1.4 pp
put IV minus call IV
IV butterfly
-2.2 pp
front-window smile convexity
Volume / open interest
0.06
429 contracts traded
Normalized net delta
0.103
option-holder convention
Modeled dealer delta
-0.103
opposite-side scenario
Vanna / 100k OI
2,230
volatility-sensitive delta
Charm / 100k OI
-4,889,198
time-decay-sensitive delta
IV surface range
68.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RL closed 2.7% below its gamma max of 373.37. It is 3.4% above the delta neutral price of 351.38. Total open interest is 7,443, +0.3% 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

Questions people ask about RL

Where is RL's gamma max today?

As of Oct 2, 2026, the gamma max for RL is 373.37, +2.7% from the 363.60 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 RL above or below its delta neutral price?

RL closed above delta neutral: 363.60 against a delta neutral price of 351.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RL have?

7,443 contracts of open interest across 212 listed contracts on Oct 2, 2026, +0.3% 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.