Data through close

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

As of close · rank #4118 by open interest · snapshot page

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RTH's nearest-expiration max pain is 270.00 for 2026-10-16, its GEX flip is 170.68, net GEX is 60,513, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
251.09
prev 251.30
Gamma max
253.32
+0.9% from close
Delta neutral
237.16
-5.5% from close
Gamma neutral
170.68
-32.0% from close
Open interest
453
0.0% vs prev
Contracts listed
40
28 calls · 12 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
270.00
+7.5% from close
2026-10-16
GEX flip
170.68
-32.0% from close
Net GEX
60,513
13,358,372 per 100k OI
Call wall
250.00
-0.4% from close
Put wall
255.00
+1.6% from close
Put/call OI
0.29
101 puts / 352 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
6.9
within trailing 52-week range
Front / back ATM IV
+15.9% / +15.9%
0.0 pp front premium
Expected move
+7.3%
77 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
2 contracts traded
Normalized net delta
0.171
option-holder convention
Modeled dealer delta
-0.171
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
19.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RTH closed 0.9% below its gamma max of 253.32. It is 5.5% above the delta neutral price of 237.16. Total open interest is 453, 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

← NTWK (#4117) UYG (#4119) →

Questions people ask about RTH

Where is RTH's gamma max today?

As of Oct 2, 2026, the gamma max for RTH is 253.32, +0.9% from the 251.09 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 RTH above or below its delta neutral price?

RTH closed above delta neutral: 251.09 against a delta neutral price of 237.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RTH have?

453 contracts of open interest across 40 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.