Data through close

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

As of close · rank #2775 by open interest · snapshot page

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RTO's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 4.93, net GEX is 359,612, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.95
prev 19.80
Gamma max
22.17
+11.1% from close
Delta neutral
18.07
-9.4% from close
Gamma neutral
4.93
-75.3% from close
Open interest
3,651
+12.5% vs prev
Contracts listed
35
20 calls · 17 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
22.50
+12.8% from close
2026-10-16
GEX flip
4.93
-75.3% from close
Net GEX
359,612
9,849,681 per 100k OI
Call wall
22.50
+12.8% from close
Put wall
22.50
+12.8% from close
Put/call OI
0.18
552 puts / 3,099 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
10.3
within trailing 52-week range
Front / back ATM IV
+41.0% / +40.8%
0.1 pp front premium
Expected move
+8.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-114.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
36 contracts traded
Normalized net delta
0.112
option-holder convention
Modeled dealer delta
-0.112
opposite-side scenario
Vanna / 100k OI
1,068
volatility-sensitive delta
Charm / 100k OI
-460,148
time-decay-sensitive delta
IV surface range
157.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RTO closed 11.1% below its gamma max of 22.17. It is 9.4% above the delta neutral price of 18.07. Total open interest is 3,651, +12.5% 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

← WRB (#2774) ITP (#2776) →

Questions people ask about RTO

Where is RTO's gamma max today?

As of Oct 2, 2026, the gamma max for RTO is 22.17, +11.1% from the 19.95 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 RTO above or below its delta neutral price?

RTO closed above delta neutral: 19.95 against a delta neutral price of 18.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RTO have?

3,651 contracts of open interest across 35 listed contracts on Oct 2, 2026, +12.5% 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.