Data through close

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

As of close · rank #281 by open interest · 1,279 sessions of history since May 18, 2021

RXRX's nearest-expiration max pain is 1.00 for 2026-10-09, net GEX is 17,874,878, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
4.12
prev 4.07
Gamma max
4.15
+0.6% from close
Delta neutral
2.53
-38.7% from close
Gamma neutral
4.12
0.0% from close
Open interest
338,680
-2.1% vs prev
Contracts listed
169
140 calls · 104 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
1.00
-75.7% from close
2026-10-09
GEX flip
–
Net GEX
17,874,878
5,277,807 per 100k OI
Call wall
4.50
+9.2% from close
Put wall
3.00
-27.2% from close
Put/call OI
0.16
46,723 puts / 291,957 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
64.9
cross-sectional score / 100
Directional score
36.2
relatively bullish positioning
IV rank
66.4
within trailing 52-week range
Front / back ATM IV
+87.2% / +81.7%
5.5 pp front premium
Expected move
+12.1%
7 DTE · one standard deviation
ATM straddle / spot
+9.1%
front-window midpoint premium
25Δ risk reversal
-11.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
10,916 contracts traded
Normalized net delta
0.335
option-holder convention
Modeled dealer delta
-0.323
opposite-side scenario
Vanna / 100k OI
139
volatility-sensitive delta
Charm / 100k OI
-133,011
time-decay-sensitive delta
IV surface range
88.7 pp
published contour maximum minus minimum

Strongest relative signals: front IV premium 5.5 pp · 7d expected move +12.1%

Download the complete dated analysis JSON .

RXRX closed 0.6% below its gamma max of 4.15. It is 38.7% above the delta neutral price of 2.53. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 338,680, -2.1% versus the previous session. Its options catalyst-intensity score is 64.9 out of 100, led by front IV premium 5.5 pp, 7d expected move +12.1%. 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.

RXRX call and put open interest changes
Measure Value
Call OI change, 1 session -4,409 contracts · -1.5%
Put OI change, 1 session -2,836 contracts · -5.7%
Call minus put OI growth, 1 session +4.2 pp
Call OI change, 5 sessions +9,711 contracts · +3.4%
Put OI change, 5 sessions -998 contracts · -2.1%
Call minus put OI growth, 5 sessions +5.5 pp
Daily call OI change surprise -0.24σ (252 prior changes)
Daily put OI change surprise -0.51σ (252 prior changes)
Daily call-minus-put growth surprise +1.00σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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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 42 completed Day +10 paths · latest Oct 2, 2026 fresh cross
RXRX returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -30.0% -15.0% 0% +15.0% +30.0% Cross on Aug 12, 2021 Cross on Sep 10, 2021 Cross on Sep 14, 2021 Cross on Sep 23, 2021 Cross on Sep 27, 2021 Cross on Oct 8, 2021 Cross on Jan 20, 2022 Cross on Feb 3, 2022 Cross on Sep 12, 2022 Cross on Sep 14, 2022 Cross on Sep 16, 2022 Cross on Jul 20, 2023 Cross on Jul 24, 2023 Cross on Aug 10, 2023 Cross on Nov 16, 2023 Cross on Dec 18, 2023 Cross on Dec 20, 2023 Cross on Dec 29, 2023 Cross on Jan 16, 2024 Cross on Feb 20, 2024 Cross on Feb 23, 2024 Cross on May 15, 2024 Cross on May 17, 2024 Cross on Nov 12, 2024 Cross on Dec 5, 2024 Cross on Dec 10, 2024 Cross on Jan 3, 2025 Cross on Jan 23, 2025 Cross on Jan 31, 2025 Cross on Feb 19, 2025 Cross on Jul 23, 2025 Cross on Jul 25, 2025 Cross on Oct 7, 2025 Cross on Oct 10, 2025 Cross on Oct 21, 2025 Cross on Oct 28, 2025 Cross on Apr 20, 2026 Cross on Apr 22, 2026 Cross on Jun 1, 2026 Cross on Jun 30, 2026 Cross on Jul 2, 2026 Cross on Jul 7, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
RXRX historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 43 -1.7% -4.4% to +2.3% 37% -2.9% to +0.1% 0.0%
Day +2 43 -4.0% -6.6% to +1.4% 40% -5.9% to +0.1% 0.0%
Day +3 43 -3.2% -7.8% to +1.6% 30% -6.7% to -1.0% -1.0%
Day +4 43 -4.9% -12.3% to +4.1% 35% -8.3% to 0.0% 0.0%
Day +5 43 -5.2% -13.5% to +2.5% 33% -12.0% to -1.1% -1.1%
Day +6 43 -7.7% -14.1% to +2.6% 28% -13.2% to -3.9% -3.9%
Day +7 43 -7.8% -18.0% to +2.6% 28% -11.7% to -4.3% -4.3%
Day +8 42 -9.4% -17.7% to +1.6% 29% -13.4% to -5.1% -5.1%
Day +9 42 -8.8% -18.5% to -0.8% 24% -14.0% to -5.6% -5.6%
Day +10 42 -11.4% -18.7% to -4.7% 17% -14.8% to -7.6% -7.6%
Crosses above gamma max 40 completed Day +10 paths · latest Sep 30, 2026
RXRX returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -30.0% -15.0% 0% +15.0% +30.0% Cross on Sep 1, 2021 Cross on Sep 13, 2021 Cross on Sep 22, 2021 Cross on Sep 24, 2021 Cross on Dec 22, 2021 Cross on Jan 21, 2022 Cross on Feb 1, 2022 Cross on Sep 9, 2022 Cross on Sep 13, 2022 Cross on Sep 15, 2022 Cross on May 3, 2023 Cross on Jul 19, 2023 Cross on Jul 21, 2023 Cross on Dec 15, 2023 Cross on Dec 19, 2023 Cross on Dec 21, 2023 Cross on Jan 4, 2024 Cross on Feb 15, 2024 Cross on Feb 21, 2024 Cross on Feb 26, 2024 Cross on May 13, 2024 Cross on May 16, 2024 Cross on Nov 11, 2024 Cross on Nov 29, 2024 Cross on Dec 6, 2024 Cross on Jan 22, 2025 Cross on Jan 30, 2025 Cross on Feb 5, 2025 Cross on Feb 12, 2025 Cross on Jun 6, 2025 Cross on Jul 21, 2025 Cross on Jul 24, 2025 Cross on Oct 2, 2025 Cross on Oct 8, 2025 Cross on Apr 17, 2026 Cross on Apr 21, 2026 Cross on May 29, 2026 Cross on Jun 29, 2026 Cross on Jul 1, 2026 Cross on Jul 6, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
RXRX historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 42 +0.6% -2.7% to +4.3% 52% -1.2% to +2.5% 0.0%
Day +2 42 -1.1% -6.4% to +0.9% 38% -5.2% to +0.2% 0.0%
Day +3 41 -2.0% -7.7% to +1.1% 32% -5.3% to -1.0% -1.0%
Day +4 41 -3.3% -7.5% to +5.8% 39% -6.1% to +1.5% 0.0%
Day +5 41 -4.6% -13.2% to +4.6% 37% -7.7% to +0.2% 0.0%
Day +6 41 -3.6% -9.3% to +4.4% 39% -7.7% to +0.5% 0.0%
Day +7 41 -4.6% -11.8% to +1.9% 29% -10.0% to -1.5% -1.5%
Day +8 41 -5.5% -15.5% to +2.5% 27% -11.7% to -1.7% -1.7%
Day +9 41 -8.4% -12.9% to 0.0% 24% -11.1% to -3.3% -3.3%
Day +10 40 -9.7% -18.6% to -0.9% 25% -13.6% to -5.4% -5.4%

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

RXRX trailing historical statistics
Sessions closed above gamma max 8%
Gamma max crosses 25
Delta neutral crosses 0
Prior-year sessions closer to gamma max 2.4% of 252
Prior-year sessions closer to delta neutral 54.8% of 252
Open interest percentile (1y) 22th
Daily open interest change versus prior year -0.31σ (-7,245 contracts; 252 prior changes)
Open interest change, 5 sessions +2.6%
Open interest change, 21 sessions -14.0%
History available May 18, 2021 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 4.12 vs 4.15 (-0.6%)
  2. closed above gamma max at 4.13 vs 4.05 (+1.9%)
  3. closed below gamma max at 3.70 vs 3.87 (-4.5%)
  4. closed above gamma max at 3.97 vs 3.91 (+1.4%)
  5. closed below gamma max at 3.86 vs 3.91 (-1.5%)
  6. closed above gamma max at 3.96 vs 3.86 (+2.7%)
  7. closed below gamma max at 3.80 vs 3.82 (-0.5%)
  8. closed above gamma max at 3.66 vs 3.62 (+1.2%)
  9. closed below gamma max at 3.67 vs 3.73 (-1.6%)
  10. closed above gamma max at 3.69 vs 3.62 (+1.8%)

In today's screens

Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/RXRX

Questions people ask about RXRX

Where is RXRX's gamma max today?

As of Oct 2, 2026, the gamma max for RXRX is 4.15, +0.6% from the 4.12 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 RXRX above or below its delta neutral price?

RXRX closed above delta neutral: 4.12 against a delta neutral price of 2.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RXRX have?

338,680 contracts of open interest across 169 listed contracts on Oct 2, 2026, -2.1% 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.