Data through close

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

As of close · rank #2320 by open interest · snapshot page

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RVTY's nearest-expiration max pain is 145.00 for 2026-10-16, its GEX flip is 128.44, net GEX is 543,037, its put/call open-interest ratio is 0.56. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
151.42
prev 149.11
Gamma max
164.49
+8.6% from close
Delta neutral
137.39
-9.3% from close
Gamma neutral
128.44
-15.2% from close
Open interest
7,271
+5.0% vs prev
Contracts listed
131
87 calls · 64 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
145.00
-4.2% from close
2026-10-16
GEX flip
128.44
-15.2% from close
Net GEX
543,037
7,468,532 per 100k OI
Call wall
170.00
+12.3% from close
Put wall
135.00
-10.8% from close
Put/call OI
0.56
2,619 puts / 4,652 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
23.4
within trailing 52-week range
Front / back ATM IV
+43.1% / +47.3%
-4.1 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
35.7 pp
put IV minus call IV
IV butterfly
9.3 pp
front-window smile convexity
Volume / open interest
0.00
35 contracts traded
Normalized net delta
0.191
option-holder convention
Modeled dealer delta
-0.191
opposite-side scenario
Vanna / 100k OI
3,947
volatility-sensitive delta
Charm / 100k OI
-1,800,536
time-decay-sensitive delta
IV surface range
63.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RVTY closed 8.6% below its gamma max of 164.49. It is 9.3% above the delta neutral price of 137.39. Total open interest is 7,271, +5.0% 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

← TBBB (#2319) SHMD (#2321) →

Questions people ask about RVTY

Where is RVTY's gamma max today?

As of Oct 2, 2026, the gamma max for RVTY is 164.49, +8.6% from the 151.42 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 RVTY above or below its delta neutral price?

RVTY closed above delta neutral: 151.42 against a delta neutral price of 137.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RVTY have?

7,271 contracts of open interest across 131 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.