Data through close

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

As of close · rank #3470 by open interest · snapshot page

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RS's nearest-expiration max pain is 380.00 for 2026-10-16, its GEX flip is 301.87, net GEX is 122,078, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
400.31
prev 393.04
Gamma max
418.53
+4.6% from close
Delta neutral
354.33
-11.5% from close
Gamma neutral
301.87
-24.6% from close
Open interest
1,385
0.0% vs prev
Contracts listed
127
79 calls · 71 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
380.00
-5.1% from close
2026-10-16
GEX flip
301.87
-24.6% from close
Net GEX
122,078
8,814,266 per 100k OI
Call wall
410.00
+2.4% from close
Put wall
380.00
-5.1% from close
Put/call OI
0.29
314 puts / 1,071 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
12.0
within trailing 52-week range
Front / back ATM IV
+25.2% / +28.1%
-2.8 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
5.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
27 contracts traded
Normalized net delta
0.235
option-holder convention
Modeled dealer delta
-0.196
opposite-side scenario
Vanna / 100k OI
2,671
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
27.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RS closed 4.6% below its gamma max of 418.53. It is 11.5% above the delta neutral price of 354.33. Total open interest is 1,385, 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

← ANRO (#3469) CMP (#3471) →

Questions people ask about RS

Where is RS's gamma max today?

As of Oct 2, 2026, the gamma max for RS is 418.53, +4.6% from the 400.31 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 RS above or below its delta neutral price?

RS closed above delta neutral: 400.31 against a delta neutral price of 354.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RS have?

1,385 contracts of open interest across 127 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.