Data through close

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

As of close · rank #496 by open interest · 565 sessions of history since Jul 19, 2023

GRRR's nearest-expiration max pain is 10.00 for 2026-10-23, its GEX flip is 18.78, net GEX is -3,245,934, its put/call open-interest ratio is 1.49. These are whole-chain derived aggregates as of Oct 16, 2026 close.

GRRR max pain and GEX snapshot

End-of-day snapshot for . Nearest-expiration max pain uses the expiry shown on its card; GEX uses the whole chain. Missing values are unavailable, not zero.

Nearest-expiration max pain
10.00
+28.5% from close
Expiry: 2026-10-23
GEX flip
18.78
+141.4% from close
Net GEX
-3,245,934
-2,269,646 per 100k OI
Call wall
10.00
+28.5% from close
Put wall
10.00
+28.5% from close
Put/call OI
1.49
85,513 puts / 57,502 calls

Prices are in US dollars per share. Net GEX is modeled dollar-delta change per $1 underlying move. Max pain minimizes aggregate intrinsic payout for that expiration; it is not a closing-price forecast. Signed GEX uses calls positive and puts negative, a model convention rather than observed dealer inventory. The flip is a confirmed zero crossing; walls locate side-specific concentrations, not guaranteed support or resistance.

Learn how to read the max pain payout example, GEX chart, gamma flip and walls, and open interest versus trading volume.

Close
7.78
prev 8.41
Gamma max
27.59
+254.7% from close
Delta neutral
13.02
+67.3% from close
Gamma neutral
18.78
+141.4% from close
Open interest
143,015
-2.9% vs prev
Contracts listed
253
155 calls · 154 puts

Advanced options analysis

Public aggregate 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
70.1
cross-sectional score / 100
Directional score
2.0
mixed positioning
IV rank
100.0
within trailing 52-week range
Front IV premium
12.9 pp
front minus back volatility difference
25Δ risk reversal
-102.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
1,766 contracts traded
Normalized net delta
-0.091
option-holder convention
Modeled dealer delta
0.091
opposite-side scenario
Vanna / 100k OI
2,135
volatility-sensitive delta
Charm / 100k OI
-120,885
time-decay-sensitive delta
IV surface range
147.8 pp
aggregate volatility dispersion

Strongest relative signals: 25Δ risk reversal -102.5 pp · front IV premium 12.9 pp · IV rank 100

Download the dated aggregate analysis JSON .

GRRR closed 254.7% below its gamma max of 27.59. It is 67.3% below the delta neutral price of 13.02. Total open interest is 143,015, -2.9% versus the previous session. Its options catalyst-intensity score is 70.1 out of 100, led by 25Δ risk reversal -102.5 pp, front IV premium 12.9 pp, IV rank 100. 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.

GRRR call and put open interest changes
Measure Value
Call OI change, 1 session -2,855 contracts · -4.7%
Put OI change, 1 session -1,450 contracts · -1.7%
Call minus put OI growth, 1 session -3.1 pp
Call OI change, 5 sessions +2,076 contracts · +3.7%
Put OI change, 5 sessions +5,173 contracts · +6.4%
Call minus put OI growth, 5 sessions -2.7 pp
Daily call OI change surprise -0.92σ (252 prior changes)
Daily put OI change surprise -0.86σ (252 prior changes)
Daily call-minus-put growth surprise -0.16σ (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

Daily ticker aggregates through 2026-10-16. The max pain curve pools all listed expirations; individual contracts are outside the public dataset.

Aggregate IV history

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Swipe chart sideways to see the full range.

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 20 completed Day +10 paths · latest Jul 2, 2026
GRRR 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. -78.0% -39.0% 0% +39.0% +78.0% Cross on Jul 25, 2023 Cross on Jan 8, 2025 Cross on Jan 31, 2025 Cross on Feb 5, 2025 Cross on Feb 11, 2025 Cross on Feb 14, 2025 Cross on Mar 4, 2025 Cross on Jun 5, 2025 Cross on Jun 10, 2025 Cross on Sep 19, 2025 Cross on Oct 7, 2025 Cross on Jan 30, 2026 Cross on Apr 22, 2026 Cross on Apr 27, 2026 Cross on May 5, 2026 Cross on May 12, 2026 Cross on May 18, 2026 Cross on May 22, 2026 Cross on May 27, 2026 Cross on Jul 2, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
GRRR historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 20 +0.3% -1.9% to +8.7% 55% -1.6% to +8.2% 0.0%
Day +2 20 +1.7% -4.3% to +13.1% 55% -4.1% to +12.8% 0.0%
Day +3 20 -2.1% -9.2% to +13.6% 45% -9.0% to +13.0% 0.0%
Day +4 20 -2.0% -6.0% to +21.6% 45% -5.9% to +19.6% 0.0%
Day +5 20 -5.1% -9.2% to +19.7% 45% -8.9% to +17.4% 0.0%
Day +6 20 -5.4% -11.8% to +19.4% 45% -11.4% to +17.1% 0.0%
Day +7 20 +4.0% -12.4% to +20.6% 55% -11.9% to +18.8% 0.0%
Day +8 20 -3.9% -12.1% to +18.6% 45% -11.8% to +18.5% 0.0%
Day +9 20 +1.0% -13.0% to +17.3% 50% -12.9% to +17.1% 0.0%
Day +10 20 +3.6% -11.0% to +19.6% 50% -11.0% to +19.1% 0.0%
Crosses above gamma max 22 completed Day +10 paths · latest Jul 1, 2026
GRRR 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. -64.0% -32.0% 0% +32.0% +64.0% Cross on Nov 2, 2023 Cross on Jan 7, 2025 Cross on Feb 4, 2025 Cross on Feb 6, 2025 Cross on Feb 12, 2025 Cross on Jun 4, 2025 Cross on Jun 6, 2025 Cross on Jul 9, 2025 Cross on Sep 17, 2025 Cross on Oct 6, 2025 Cross on Dec 4, 2025 Cross on Jan 29, 2026 Cross on Mar 2, 2026 Cross on Apr 14, 2026 Cross on Apr 24, 2026 Cross on Apr 29, 2026 Cross on May 8, 2026 Cross on May 15, 2026 Cross on May 21, 2026 Cross on May 26, 2026 Cross on May 28, 2026 Cross on Jul 1, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
GRRR historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 22 -1.3% -3.7% to +2.6% 36% -3.4% to +2.1% 0.0%
Day +2 22 -1.2% -5.9% to +9.7% 45% -3.9% to +9.4% 0.0%
Day +3 22 +3.4% -6.5% to +9.5% 59% -6.4% to +9.5% 0.0%
Day +4 22 +3.3% -9.1% to +18.1% 59% -8.4% to +11.3% 0.0%
Day +5 22 +5.4% -8.3% to +22.5% 59% -6.8% to +18.1% 0.0%
Day +6 22 -1.5% -11.7% to +21.2% 50% -11.3% to +15.7% 0.0%
Day +7 22 -1.1% -17.5% to +15.6% 45% -15.9% to +15.4% 0.0%
Day +8 22 -4.6% -15.5% to +9.9% 41% -13.2% to +6.9% 0.0%
Day +9 22 -6.1% -9.9% to +15.7% 41% -9.5% to +11.1% 0.0%
Day +10 22 -2.9% -10.6% to +10.8% 41% -10.2% to +10.6% 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

GRRR trailing historical statistics
Sessions closed above gamma max 10%
Gamma max crosses 24
Delta neutral crosses 21
Prior-year sessions closer to gamma max 100.0% of 252
Prior-year sessions closer to delta neutral 100.0% of 252
Open interest percentile (1y) 99th
Daily open interest change versus prior year -0.95σ (-4,305 contracts; 252 prior changes)
Open interest change, 5 sessions +5.3%
Open interest change, 21 sessions +7.3%
History available Jul 19, 2023 → Oct 16, 2026

Recent crosses

  1. closed below delta neutral at 14.09 vs 14.71 (-4.4%)
  2. closed above delta neutral at 12.04 vs 10.55 (+12.3%)
  3. closed below delta neutral at 11.48 vs 12.74 (-11.0%)
  4. closed below gamma max at 18.51 vs 19.85 (-7.3%)
  5. closed above gamma max at 20.11 vs 19.77 (+1.7%)
  6. closed below gamma max at 18.31 vs 21.15 (-15.5%)
  7. closed above gamma max at 17.74 vs 17.40 (+1.9%)
  8. closed below gamma max at 16.40 vs 16.79 (-2.4%)
  9. closed above gamma max at 16.46 vs 15.54 (+5.6%)
  10. closed below gamma max at 14.53 vs 14.82 (-2.0%)

In today's screens

Neighbours by open interest

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

Questions people ask about GRRR

What is GRRR's max pain for the nearest expiration?

As of Oct 16, 2026 close, nearest-expiration max pain is 10.00 for the 2026-10-23 expiration. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.

Our 2025 max-pain study compares historical Thursday levels with Friday underlying closes and an unchanged-price baseline. Its scope and results are separate from this current ticker snapshot.

What do GRRR's gamma exposure and gamma flip show?

Signed net GEX is -3,245,934 as of Oct 16, 2026 close. The confirmed GEX flip is 18.78. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.

Where is GRRR's gamma max today?

As of Oct 16, 2026, the gamma max for GRRR is 27.59, +254.7% from the 7.78 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 GRRR above or below its delta neutral price?

GRRR closed below delta neutral: 7.78 against a delta neutral price of 13.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GRRR have?

143,015 contracts of open interest across 253 listed contracts on Oct 16, 2026, -2.9% 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.