Data through close

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

As of close · rank #2052 by open interest · snapshot page

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BAND's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 37.47, net GEX is 620,881, its put/call open-interest ratio is 0.28. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
63.74
prev 62.44
Gamma max
65.01
+2.0% from close
Delta neutral
46.20
-27.5% from close
Gamma neutral
37.47
-41.2% from close
Open interest
10,474
+1.9% vs prev
Contracts listed
106
82 calls · 61 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
45.00
-29.4% from close
2026-10-16
GEX flip
37.47
-41.2% from close
Net GEX
620,881
5,927,830 per 100k OI
Call wall
65.00
+2.0% from close
Put wall
50.00
-21.6% from close
Put/call OI
0.28
2,270 puts / 8,204 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
40.8
within trailing 52-week range
Front / back ATM IV
+81.7% / +107.5%
-25.7 pp front premium
Expected move
+16.0%
14 DTE · one standard deviation
ATM straddle / spot
+31.1%
front-window midpoint premium
25Δ risk reversal
20.1 pp
put IV minus call IV
IV butterfly
6.9 pp
front-window smile convexity
Volume / open interest
0.03
334 contracts traded
Normalized net delta
0.350
option-holder convention
Modeled dealer delta
-0.333
opposite-side scenario
Vanna / 100k OI
754
volatility-sensitive delta
Charm / 100k OI
-3,530,561
time-decay-sensitive delta
IV surface range
73.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BAND closed 2.0% below its gamma max of 65.01. It is 27.5% above the delta neutral price of 46.20. Total open interest is 10,474, +1.9% 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

← ASND (#2051) GLPI (#2053) →

Questions people ask about BAND

Where is BAND's gamma max today?

As of Oct 2, 2026, the gamma max for BAND is 65.01, +2.0% from the 63.74 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 BAND above or below its delta neutral price?

BAND closed above delta neutral: 63.74 against a delta neutral price of 46.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BAND have?

10,474 contracts of open interest across 106 listed contracts on Oct 2, 2026, +1.9% 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.