Data through close

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

As of close · rank #2708 by open interest · snapshot page

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BABX's nearest-expiration max pain is 17.00 for 2026-10-16, its GEX flip is 4.89, net GEX is 154,879, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.71
prev 16.22
Gamma max
18.41
+17.2% from close
Delta neutral
14.68
-6.6% from close
Gamma neutral
4.89
-68.9% from close
Open interest
4,041
+0.9% vs prev
Contracts listed
129
81 calls · 56 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
17.00
+8.2% from close
2026-10-16
GEX flip
4.89
-68.9% from close
Net GEX
154,879
3,832,698 per 100k OI
Call wall
15.00
-4.5% from close
Put wall
15.00
-4.5% from close
Put/call OI
0.27
871 puts / 3,170 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
25.6
within trailing 52-week range
Front / back ATM IV
+66.5% / +80.4%
-13.9 pp front premium
Expected move
+13.0%
14 DTE · one standard deviation
ATM straddle / spot
+10.0%
front-window midpoint premium
25Δ risk reversal
-21.1 pp
put IV minus call IV
IV butterfly
14.6 pp
front-window smile convexity
Volume / open interest
0.06
253 contracts traded
Normalized net delta
0.098
option-holder convention
Modeled dealer delta
-0.097
opposite-side scenario
Vanna / 100k OI
1,460
volatility-sensitive delta
Charm / 100k OI
-361,396
time-decay-sensitive delta
IV surface range
35.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BABX closed 17.2% below its gamma max of 18.41. It is 6.6% above the delta neutral price of 14.68. Total open interest is 4,041, +0.9% 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

← QCML (#2707) EZU (#2709) →

Questions people ask about BABX

Where is BABX's gamma max today?

As of Oct 2, 2026, the gamma max for BABX is 18.41, +17.2% from the 15.71 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 BABX above or below its delta neutral price?

BABX closed above delta neutral: 15.71 against a delta neutral price of 14.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BABX have?

4,041 contracts of open interest across 129 listed contracts on Oct 2, 2026, +0.9% 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.