Data through close

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

As of close · rank #1155 by open interest · snapshot page

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BAM's nearest-expiration max pain is 47.50 for 2026-10-16, its GEX flip is 47.97, net GEX is -1,985,294, its put/call open-interest ratio is 1.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.85
prev 44.56
Gamma max
54.07
+20.6% from close
Delta neutral
46.40
+3.4% from close
Gamma neutral
47.97
+7.0% from close
Open interest
37,856
+0.5% vs prev
Contracts listed
155
94 calls · 77 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
47.50
+5.9% from close
2026-10-16
GEX flip
47.97
+7.0% from close
Net GEX
-1,985,294
-5,244,331 per 100k OI
Call wall
55.00
+22.6% from close
Put wall
42.50
-5.2% from close
Put/call OI
1.36
21,803 puts / 16,053 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
74.8
within trailing 52-week range
Front / back ATM IV
+32.9% / +34.0%
-1.1 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
2.7 pp
put IV minus call IV
IV butterfly
0.5 pp
front-window smile convexity
Volume / open interest
0.01
422 contracts traded
Normalized net delta
-0.054
option-holder convention
Modeled dealer delta
0.054
opposite-side scenario
Vanna / 100k OI
4,100
volatility-sensitive delta
Charm / 100k OI
331,950
time-decay-sensitive delta
IV surface range
126.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BAM closed 20.6% below its gamma max of 54.07. It is 3.4% below the delta neutral price of 46.40. Total open interest is 37,856, +0.5% 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

← AVTX (#1154) MLCO (#1156) →

Questions people ask about BAM

Where is BAM's gamma max today?

As of Oct 2, 2026, the gamma max for BAM is 54.07, +20.6% from the 44.85 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 BAM above or below its delta neutral price?

BAM closed below delta neutral: 44.85 against a delta neutral price of 46.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BAM have?

37,856 contracts of open interest across 155 listed contracts on Oct 2, 2026, +0.5% 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.