Data through close

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

As of close · rank #3228 by open interest · snapshot page

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ROBO's nearest-expiration max pain is 78.00 for 2026-10-16, its GEX flip is 69.76, net GEX is 296,346, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
82.82
prev 81.01
Gamma max
82.52
-0.4% from close
Delta neutral
74.45
-10.1% from close
Gamma neutral
69.76
-15.8% from close
Open interest
1,949
-1.2% vs prev
Contracts listed
94
69 calls · 30 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
78.00
-5.8% from close
2026-10-16
GEX flip
69.76
-15.8% from close
Net GEX
296,346
15,205,015 per 100k OI
Call wall
81.00
-2.2% from close
Put wall
70.00
-15.5% from close
Put/call OI
0.35
510 puts / 1,439 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
8.7
within trailing 52-week range
Front / back ATM IV
+26.9% / +26.1%
0.7 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
+10.4%
front-window midpoint premium
25Δ risk reversal
0.8 pp
put IV minus call IV
IV butterfly
-1.8 pp
front-window smile convexity
Volume / open interest
0.01
11 contracts traded
Normalized net delta
0.232
option-holder convention
Modeled dealer delta
-0.212
opposite-side scenario
Vanna / 100k OI
2,565
volatility-sensitive delta
Charm / 100k OI
-1,158,338
time-decay-sensitive delta
IV surface range
142.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ROBO closed 0.4% above its gamma max of 82.52. It is 10.1% above the delta neutral price of 74.45. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,949, -1.2% 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

← DDM (#3227) LAKE (#3229) →

Questions people ask about ROBO

Where is ROBO's gamma max today?

As of Oct 2, 2026, the gamma max for ROBO is 82.52, -0.4% from the 82.82 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 ROBO above or below its delta neutral price?

ROBO closed above delta neutral: 82.82 against a delta neutral price of 74.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ROBO have?

1,949 contracts of open interest across 94 listed contracts on Oct 2, 2026, -1.2% 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.