Data through close

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

As of close · rank #3547 by open interest · snapshot page

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BAI's nearest-expiration max pain is 42.00 for 2026-10-16, its GEX flip is 24.79, net GEX is 196,646, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.80
prev 47.80
Gamma max
49.07
+0.6% from close
Delta neutral
36.64
-24.9% from close
Gamma neutral
24.79
-49.2% from close
Open interest
1,242
+2.7% vs prev
Contracts listed
64
52 calls · 25 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
42.00
-13.9% from close
2026-10-16
GEX flip
24.79
-49.2% from close
Net GEX
196,646
15,833,047 per 100k OI
Call wall
50.00
+2.5% from close
Put wall
44.00
-9.8% from close
Put/call OI
0.19
199 puts / 1,043 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
53.3
within trailing 52-week range
Front / back ATM IV
+40.7% / +42.5%
-1.8 pp front premium
Expected move
+8.0%
14 DTE · one standard deviation
ATM straddle / spot
+17.6%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-0.9 pp
front-window smile convexity
Volume / open interest
0.02
30 contracts traded
Normalized net delta
0.472
option-holder convention
Modeled dealer delta
-0.472
opposite-side scenario
Vanna / 100k OI
-1,208
volatility-sensitive delta
Charm / 100k OI
-171,820
time-decay-sensitive delta
IV surface range
44.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BAI closed 0.6% below its gamma max of 49.07. It is 24.9% above the delta neutral price of 36.64. Total open interest is 1,242, +2.7% 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

← CLB (#3546) FAF (#3548) →

Questions people ask about BAI

Where is BAI's gamma max today?

As of Oct 2, 2026, the gamma max for BAI is 49.07, +0.6% from the 48.80 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 BAI above or below its delta neutral price?

BAI closed above delta neutral: 48.80 against a delta neutral price of 36.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BAI have?

1,242 contracts of open interest across 64 listed contracts on Oct 2, 2026, +2.7% 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.