Data through close

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

As of close · rank #1337 by open interest · snapshot page

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RLAY's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 17.20, net GEX is 258,646, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.96
prev 18.49
Gamma max
21.37
+12.7% from close
Delta neutral
17.50
-7.7% from close
Gamma neutral
17.20
-9.3% from close
Open interest
27,957
+20.9% vs prev
Contracts listed
112
67 calls · 67 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
19.00
+0.2% from close
2026-10-16
GEX flip
17.20
-9.3% from close
Net GEX
258,646
925,158 per 100k OI
Call wall
25.00
+31.9% from close
Put wall
20.00
+5.5% from close
Put/call OI
0.58
10,304 puts / 17,653 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
9.9
within trailing 52-week range
Front / back ATM IV
+75.4% / +63.4%
11.9 pp front premium
Expected move
+14.8%
14 DTE · one standard deviation
ATM straddle / spot
+11.3%
front-window midpoint premium
25Δ risk reversal
-42.2 pp
put IV minus call IV
IV butterfly
27.9 pp
front-window smile convexity
Volume / open interest
0.00
10 contracts traded
Normalized net delta
0.158
option-holder convention
Modeled dealer delta
-0.151
opposite-side scenario
Vanna / 100k OI
1,799
volatility-sensitive delta
Charm / 100k OI
-137,686
time-decay-sensitive delta
IV surface range
85.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RLAY closed 12.7% below its gamma max of 21.37. It is 7.7% above the delta neutral price of 17.50. Total open interest is 27,957, +20.9% 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

Neighbours by open interest

← UA (#1336) NVDY (#1338) →

Questions people ask about RLAY

Where is RLAY's gamma max today?

As of Oct 2, 2026, the gamma max for RLAY is 21.37, +12.7% from the 18.96 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 RLAY above or below its delta neutral price?

RLAY closed above delta neutral: 18.96 against a delta neutral price of 17.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RLAY have?

27,957 contracts of open interest across 112 listed contracts on Oct 2, 2026, +20.9% 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.