RSP max pain, gamma exposure (GEX) & options open interest
As of close · rank #320 by open interest · 1,394 sessions of history since Dec 1, 2020
RSP's nearest-expiration max pain is 215.00 for 2026-10-09, net GEX is -33,018,844, its put/call open-interest ratio is 1.89. 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.
Strongest relative signals: OI change 0.15σ · IV rank 100 · volume/OI 0.13
RSP closed 7.5% below its gamma max of 225.51. It is 2.3% below the delta neutral price of 214.46. Total open interest is 275,748, +1.1% versus the previous session. Its options catalyst-intensity score is 68.4 out of 100, led by OI change 0.15σ, IV rank 100, volume/OI 0.13. 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 | +251 contracts · +0.3% |
| Put OI change, 1 session | +2,859 contracts · +1.6% |
| Call minus put OI growth, 1 session | -1.3 pp |
| Call OI change, 5 sessions | +19,222 contracts · +25.2% |
| Put OI change, 5 sessions | +4,585 contracts · +2.6% |
| Call minus put OI growth, 5 sessions | +22.6 pp |
| Daily call OI change surprise | +0.03σ (252 prior changes) |
| Daily put OI change surprise | +0.24σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.20σ (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 22 completed Day +10 paths · latest Aug 20, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 22 | -0.2% | -0.5% to +0.3% | 45% | -0.5% to +0.3% | 0.0% |
| Day +2 | 22 | +0.1% | -0.3% to +0.8% | 55% | -0.3% to +0.7% | 0.0% |
| Day +3 | 22 | +0.1% | -0.7% to +0.6% | 59% | -0.5% to +0.5% | 0.0% |
| Day +4 | 22 | +0.1% | -0.4% to +0.8% | 59% | -0.4% to +0.8% | 0.0% |
| Day +5 | 22 | +0.3% | -0.8% to +1.0% | 59% | -0.4% to +0.9% | 0.0% |
| Day +6 | 22 | +0.4% | -0.2% to +1.2% | 68% | -0.1% to +1.2% | 0.0% |
| Day +7 | 22 | +0.5% | -0.7% to +1.1% | 59% | -0.5% to +0.9% | 0.0% |
| Day +8 | 22 | +0.4% | -0.3% to +1.2% | 59% | -0.3% to +1.0% | 0.0% |
| Day +9 | 22 | +0.5% | -0.7% to +1.0% | 64% | -0.5% to +0.9% | 0.0% |
| Day +10 | 22 | +0.7% | -0.7% to +1.2% | 59% | -0.7% to +1.0% | 0.0% |
Crosses above gamma max 21 completed Day +10 paths · latest Aug 19, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 21 | -0.1% | -0.5% to +0.2% | 48% | -0.5% to +0.2% | 0.0% |
| Day +2 | 21 | -0.2% | -0.9% to +0.2% | 33% | -0.9% to +0.2% | 0.0% |
| Day +3 | 21 | -0.1% | -0.7% to +0.3% | 38% | -0.5% to +0.3% | 0.0% |
| Day +4 | 21 | -0.1% | -0.5% to +0.5% | 48% | -0.5% to +0.5% | 0.0% |
| Day +5 | 21 | -0.4% | -0.6% to +0.7% | 43% | -0.6% to +0.6% | 0.0% |
| Day +6 | 21 | -0.0% | -0.9% to +0.7% | 48% | -0.9% to +0.5% | 0.0% |
| Day +7 | 21 | +0.5% | -0.6% to +1.0% | 57% | -0.4% to +1.0% | 0.0% |
| Day +8 | 21 | -0.1% | -1.2% to +1.3% | 48% | -0.7% to +1.1% | 0.0% |
| Day +9 | 21 | +0.3% | -0.5% to +1.3% | 62% | -0.3% to +1.2% | 0.0% |
| Day +10 | 21 | +0.3% | -0.7% to +1.3% | 57% | -0.6% to +1.1% | 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 | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 25 |
| Prior-year sessions closer to gamma max | 87.3% of 252 |
| Prior-year sessions closer to delta neutral | 70.6% of 252 |
| Open interest percentile (1y) | 39th |
| Daily open interest change versus prior year | +0.15σ (3,110 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +9.4% |
| Open interest change, 21 sessions | -17.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 216.73 vs 217.23 (-0.2%)
- closed above delta neutral at 218.60 vs 218.31 (+0.1%)
- closed below delta neutral at 217.61 vs 218.36 (-0.3%)
- closed below gamma max at 220.28 vs 221.61 (-0.6%)
- closed above gamma max at 222.07 vs 222.07 (+0.0%)
- closed below gamma max at 220.79 vs 221.54 (-0.3%)
- closed above gamma max at 222.73 vs 222.01 (+0.3%)
- closed above delta neutral at 203.83 vs 203.00 (+0.4%)
- closed below delta neutral at 201.55 vs 202.72 (-0.6%)
- closed above delta neutral at 203.65 vs 202.94 (+0.3%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/RSP
Questions people ask about RSP
Where is RSP's gamma max today?
As of Oct 2, 2026, the gamma max for RSP is 225.51, +7.5% from the 209.73 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 RSP above or below its delta neutral price?
RSP closed below delta neutral: 209.73 against a delta neutral price of 214.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RSP have?
275,748 contracts of open interest across 573 listed contracts on Oct 2, 2026, +1.1% 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.