Data through close

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

As of close · rank #3466 by open interest · snapshot page

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RNR's nearest-expiration max pain is 300.00 for 2026-10-16, its GEX flip is 332.20, net GEX is -47,682, its put/call open-interest ratio is 1.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
325.53
prev 322.99
Gamma max
362.11
+11.2% from close
Delta neutral
339.17
+4.2% from close
Gamma neutral
332.20
+2.0% from close
Open interest
1,392
0.0% vs prev
Contracts listed
77
45 calls · 41 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
300.00
-7.8% from close
2026-10-16
GEX flip
332.20
+2.0% from close
Net GEX
-47,682
-3,425,398 per 100k OI
Call wall
360.00
+10.6% from close
Put wall
300.00
-7.8% from close
Put/call OI
1.85
903 puts / 489 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
0.0
within trailing 52-week range
Front / back ATM IV
+24.9% / +27.9%
-3.0 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
-0.091
option-holder convention
Modeled dealer delta
0.090
opposite-side scenario
Vanna / 100k OI
6,609
volatility-sensitive delta
Charm / 100k OI
-590,661
time-decay-sensitive delta
IV surface range
15.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RNR closed 11.2% below its gamma max of 362.11. It is 4.2% below the delta neutral price of 339.17. Total open interest is 1,392, 0.0% 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

← KALU (#3465) NXRT (#3467) →

Questions people ask about RNR

Where is RNR's gamma max today?

As of Oct 2, 2026, the gamma max for RNR is 362.11, +11.2% from the 325.53 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 RNR above or below its delta neutral price?

RNR closed below delta neutral: 325.53 against a delta neutral price of 339.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RNR have?

1,392 contracts of open interest across 77 listed contracts on Oct 2, 2026, 0.0% 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.