Data through close

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

As of close · rank #2764 by open interest · snapshot page

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BATRA's nearest-expiration max pain is 60.00 for 2026-10-16, net GEX is -137,603, its put/call open-interest ratio is 1.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
57.62
prev 57.84
Gamma max
63.67
+10.5% from close
Delta neutral
56.43
-2.1% from close
Gamma neutral
57.62
0.0% from close
Open interest
3,703
+0.7% vs prev
Contracts listed
35
18 calls · 17 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
60.00
+4.1% from close
2026-10-16
GEX flip
–
Net GEX
-137,603
-3,715,974 per 100k OI
Call wall
60.00
+4.1% from close
Put wall
55.00
-4.5% from close
Put/call OI
1.68
2,323 puts / 1,380 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
7.7
within trailing 52-week range
Front / back ATM IV
+20.8% / +21.2%
-0.4 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
+4.6%
front-window midpoint premium
25Δ risk reversal
1.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.059
option-holder convention
Modeled dealer delta
-0.059
opposite-side scenario
Vanna / 100k OI
3,997
volatility-sensitive delta
Charm / 100k OI
59,627
time-decay-sensitive delta
IV surface range
21.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BATRA closed 10.5% below its gamma max of 63.67. It is 2.1% above the delta neutral price of 56.43. Total open interest is 3,703, +0.7% 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

← LTPZ (#2763) GASS (#2765) →

Questions people ask about BATRA

Where is BATRA's gamma max today?

As of Oct 2, 2026, the gamma max for BATRA is 63.67, +10.5% from the 57.62 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 BATRA above or below its delta neutral price?

BATRA closed above delta neutral: 57.62 against a delta neutral price of 56.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BATRA have?

3,703 contracts of open interest across 35 listed contracts on Oct 2, 2026, +0.7% 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.