RR max pain, gamma exposure (GEX) & options open interest
As of close · rank #434 by open interest · 274 sessions of history since Sep 3, 2025
RR's nearest-expiration max pain is 2.00 for 2026-10-09, its GEX flip is 1.26, net GEX is 4,383,958, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
RR closed 15.7% below its gamma max of 1.94. It is 22.1% above the delta neutral price of 1.31. Total open interest is 181,853, -1.9% versus the previous session. Its options catalyst-intensity score is 19.9 out of 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -1,788 contracts · -1.2% |
| Put OI change, 1 session | -1,676 contracts · -5.3% |
| Call minus put OI growth, 1 session | +4.1 pp |
| Call OI change, 5 sessions | +1,741 contracts · +1.2% |
| Put OI change, 5 sessions | -1,394 contracts · -4.5% |
| Call minus put OI growth, 5 sessions | +5.6 pp |
| Daily call OI change surprise | -0.08σ (252 prior changes) |
| Daily put OI change surprise | -0.32σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.75σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 9 completed Day +10 paths · latest May 29, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 9 | -5.7% | -9.3% to +3.2% | 33% | -10.4% to +9.5% | 0.0% |
| Day +2 | 9 | -2.7% | -12.8% to -1.2% | 22% | -13.6% to +1.2% | 0.0% |
| Day +3 | 9 | -7.0% | -10.2% to +3.1% | 33% | -15.7% to +26.1% | 0.0% |
| Day +4 | 9 | -5.7% | -9.2% to +4.9% | 33% | -17.9% to +16.0% | 0.0% |
| Day +5 | 9 | -13.2% | -20.0% to -7.6% | 11% | -24.4% to -4.7% | -4.7% |
| Day +6 | 9 | -18.1% | -21.1% to -12.0% | 11% | -31.0% to -5.9% | -5.9% |
| Day +7 | 9 | -17.4% | -23.6% to -3.0% | 11% | -31.3% to -1.3% | -1.3% |
| Day +8 | 9 | -14.9% | -27.0% to -4.7% | 11% | -31.4% to -0.2% | -0.2% |
| Day +9 | 9 | -22.5% | -23.5% to -14.6% | 11% | -34.7% to -3.0% | -3.0% |
| Day +10 | 9 | -20.6% | -30.4% to -17.0% | 11% | -35.3% to -4.7% | -4.7% |
Crosses above gamma max 6 completed Day +10 paths · latest Apr 22, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 6 | +3.4% | -4.8% to +8.8% | 50% | -7.6% to +18.4% | 0.0% |
| Day +2 | 6 | +10.7% | +6.4% to +16.8% | 83% | -11.6% to +29.8% | 0.0% |
| Day +3 | 6 | +6.1% | +0.7% to +17.9% | 67% | -9.0% to +38.2% | 0.0% |
| Day +4 | 6 | +11.9% | -4.6% to +34.5% | 50% | -13.0% to +48.3% | 0.0% |
| Day +5 | 6 | +12.7% | -6.6% to +33.4% | 50% | -14.1% to +43.1% | 0.0% |
| Day +6 | 6 | +12.4% | -6.2% to +35.6% | 50% | -11.4% to +68.6% | 0.0% |
| Day +7 | 6 | +9.7% | -6.8% to +41.9% | 50% | -8.8% to +48.2% | 0.0% |
| Day +8 | 6 | +14.9% | -9.6% to +35.2% | 50% | -14.5% to +46.4% | 0.0% |
| Day +9 | 6 | +11.4% | -6.8% to +37.2% | 50% | -13.0% to +82.2% | 0.0% |
| Day +10 | 6 | +15.3% | +0.3% to +29.0% | 67% | -4.5% to +60.2% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 4 |
| Prior-year sessions closer to gamma max | 42.5% of 252 |
| Prior-year sessions closer to delta neutral | 36.5% of 252 |
| Open interest percentile (1y) | 2th |
| Daily open interest change versus prior year | -0.13σ (-3,464 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.2% |
| Open interest change, 21 sessions | -28.0% |
| History available | Sep 3, 2025 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 3.01 vs 3.24 (-7.8%)
- closed above gamma max at 3.17 vs 3.14 (+1.1%)
- closed below gamma max at 2.56 vs 2.94 (-14.7%)
- closed above gamma max at 2.77 vs 2.57 (+7.3%)
- closed below gamma max at 2.53 vs 2.55 (-0.6%)
- closed above gamma max at 2.57 vs 2.53 (+1.6%)
- closed above delta neutral at 2.61 vs 2.58 (+1.0%)
- closed below delta neutral at 2.76 vs 2.83 (-2.4%)
- closed above delta neutral at 3.40 vs 2.96 (+13.0%)
- closed below delta neutral at 3.04 vs 3.07 (-0.8%)
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Canonical source: https://halfonadouble.com/stock/RR
Questions people ask about RR
Where is RR's gamma max today?
As of Oct 2, 2026, the gamma max for RR is 1.94, +15.7% from the 1.68 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 RR above or below its delta neutral price?
RR closed above delta neutral: 1.68 against a delta neutral price of 1.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RR have?
181,853 contracts of open interest across 110 listed contracts on Oct 2, 2026, -1.9% 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.