Data through close

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

As of close · rank #1239 by open interest · snapshot page

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RY's nearest-expiration max pain is 200.00 for 2026-10-16, its GEX flip is 187.09, net GEX is 797,066, its put/call open-interest ratio is 1.00. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
195.67
prev 195.36
Gamma max
220.21
+12.5% from close
Delta neutral
196.30
+0.3% from close
Gamma neutral
187.09
-4.4% from close
Open interest
32,362
-2.6% vs prev
Contracts listed
171
103 calls · 91 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
200.00
+2.2% from close
2026-10-16
GEX flip
187.09
-4.4% from close
Net GEX
797,066
2,462,968 per 100k OI
Call wall
200.00
+2.2% from close
Put wall
200.00
+2.2% from close
Put/call OI
1.00
16,158 puts / 16,204 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
7.3
within trailing 52-week range
Front / back ATM IV
+21.6% / +19.5%
2.1 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
3.4 pp
put IV minus call IV
IV butterfly
-0.2 pp
front-window smile convexity
Volume / open interest
0.01
349 contracts traded
Normalized net delta
-0.008
option-holder convention
Modeled dealer delta
0.007
opposite-side scenario
Vanna / 100k OI
1,925
volatility-sensitive delta
Charm / 100k OI
1,006,607
time-decay-sensitive delta
IV surface range
160.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

RY closed 12.5% below its gamma max of 220.21. It is 0.3% below the delta neutral price of 196.30. Total open interest is 32,362, -2.6% 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

← LHX (#1238) QFIN (#1240) →

Questions people ask about RY

Where is RY's gamma max today?

As of Oct 2, 2026, the gamma max for RY is 220.21, +12.5% from the 195.67 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 RY above or below its delta neutral price?

RY closed below delta neutral: 195.67 against a delta neutral price of 196.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RY have?

32,362 contracts of open interest across 171 listed contracts on Oct 2, 2026, -2.6% 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.