RUM max pain, gamma exposure (GEX) & options open interest
As of close · rank #441 by open interest · 939 sessions of history since Sep 19, 2022
RUM's nearest-expiration max pain is 8.00 for 2026-10-09, its GEX flip is 2.98, net GEX is 11,323,475, its put/call open-interest ratio is 0.19. 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: front IV premium 11.0 pp · 7d expected move +12.5% · smile convexity -15.2 pp
RUM closed 8.2% below its gamma max of 8.20. It is 16.1% above the delta neutral price of 6.35. Total open interest is 176,446, -5.0% versus the previous session. Its options catalyst-intensity score is 78.2 out of 100, led by front IV premium 11.0 pp, 7d expected move +12.5%, smile convexity -15.2 pp. 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 | -9,180 contracts · -5.9% |
| Put OI change, 1 session | -35 contracts · -0.1% |
| Call minus put OI growth, 1 session | -5.7 pp |
| Call OI change, 5 sessions | -5,824 contracts · -3.8% |
| Put OI change, 5 sessions | +2,010 contracts · +7.5% |
| Call minus put OI growth, 5 sessions | -11.3 pp |
| Daily call OI change surprise | -1.03σ (252 prior changes) |
| Daily put OI change surprise | +0.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.04σ (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 27 completed Day +10 paths · latest Aug 26, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 27 | -0.1% | -2.5% to +3.9% | 48% | -2.0% to +3.0% | 0.0% |
| Day +2 | 27 | -1.4% | -7.5% to +3.5% | 48% | -5.1% to +1.9% | 0.0% |
| Day +3 | 27 | -1.3% | -8.4% to +4.0% | 44% | -5.8% to +2.3% | 0.0% |
| Day +4 | 27 | +1.0% | -8.6% to +10.3% | 52% | -5.6% to +6.5% | 0.0% |
| Day +5 | 27 | -0.7% | -7.8% to +9.1% | 44% | -6.1% to +6.0% | 0.0% |
| Day +6 | 27 | -4.6% | -8.7% to +11.2% | 37% | -7.5% to +9.6% | 0.0% |
| Day +7 | 27 | -3.5% | -9.7% to +14.8% | 48% | -8.3% to +10.9% | 0.0% |
| Day +8 | 27 | +1.7% | -10.6% to +12.5% | 52% | -9.7% to +10.9% | 0.0% |
| Day +9 | 27 | +7.0% | -9.8% to +16.1% | 56% | -9.6% to +12.3% | 0.0% |
| Day +10 | 27 | +4.5% | -10.1% to +15.7% | 56% | -9.0% to +13.5% | 0.0% |
Crosses above gamma max 24 completed Day +10 paths · latest Aug 19, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 24 | -2.4% | -6.0% to -0.5% | 25% | -4.5% to -1.1% | -1.1% |
| Day +2 | 24 | -2.6% | -6.6% to +3.5% | 33% | -5.7% to +1.0% | 0.0% |
| Day +3 | 24 | -1.7% | -8.0% to +3.8% | 42% | -6.0% to +2.3% | 0.0% |
| Day +4 | 24 | -2.3% | -10.2% to +7.6% | 42% | -5.9% to +5.1% | 0.0% |
| Day +5 | 24 | -1.4% | -10.3% to +6.1% | 42% | -6.2% to +3.3% | 0.0% |
| Day +6 | 24 | +1.4% | -6.4% to +9.9% | 58% | -4.5% to +7.3% | 0.0% |
| Day +7 | 24 | -2.5% | -10.1% to +11.1% | 42% | -8.1% to +8.3% | 0.0% |
| Day +8 | 24 | +1.7% | -11.5% to +10.9% | 50% | -9.1% to +9.1% | 0.0% |
| Day +9 | 24 | +2.0% | -9.0% to +10.6% | 54% | -8.0% to +9.0% | 0.0% |
| Day +10 | 24 | +1.6% | -9.0% to +13.3% | 54% | -6.2% to +11.5% | 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 | 10% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 14 |
| Prior-year sessions closer to gamma max | 38.1% of 252 |
| Prior-year sessions closer to delta neutral | 59.1% of 252 |
| Open interest percentile (1y) | 81th |
| Daily open interest change versus prior year | -0.85σ (-9,215 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -2.1% |
| Open interest change, 21 sessions | -18.0% |
| History available | Sep 19, 2022 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 9.38 vs 9.43 (-0.6%)
- closed above gamma max at 8.32 vs 8.17 (+1.8%)
- closed below gamma max at 8.10 vs 8.18 (-1.0%)
- closed above gamma max at 8.24 vs 8.12 (+1.5%)
- closed below gamma max at 7.46 vs 7.99 (-7.1%)
- closed above gamma max at 7.54 vs 7.52 (+0.3%)
- closed below gamma max at 8.33 vs 8.86 (-6.4%)
- closed above gamma max at 8.20 vs 8.13 (+0.9%)
- closed below gamma max at 7.24 vs 7.89 (-9.0%)
- closed above gamma max at 8.31 vs 7.97 (+4.1%)
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/RUM
Questions people ask about RUM
Where is RUM's gamma max today?
As of Oct 2, 2026, the gamma max for RUM is 8.20, +8.2% from the 7.57 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 RUM above or below its delta neutral price?
RUM closed above delta neutral: 7.57 against a delta neutral price of 6.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RUM have?
176,446 contracts of open interest across 230 listed contracts on Oct 2, 2026, -5.0% 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.