Data through close

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

As of close · rank #3858 by open interest · snapshot page

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BATT's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 12.28, net GEX is 40,477, its put/call open-interest ratio is 0.43. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.57
prev 14.33
Gamma max
16.98
+16.5% from close
Delta neutral
13.47
-7.5% from close
Gamma neutral
12.28
-15.7% from close
Open interest
723
+2.4% vs prev
Contracts listed
27
24 calls · 8 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
13.00
-10.8% from close
2026-10-16
GEX flip
12.28
-15.7% from close
Net GEX
40,477
5,598,427 per 100k OI
Call wall
18.00
+23.5% from close
Put wall
15.00
+2.9% from close
Put/call OI
0.43
217 puts / 506 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
54.6
within trailing 52-week range
Front / back ATM IV
+62.5% / +42.1%
20.4 pp front premium
Expected move
+12.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
1.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
0.146
option-holder convention
Modeled dealer delta
-0.144
opposite-side scenario
Vanna / 100k OI
1,245
volatility-sensitive delta
Charm / 100k OI
-366,943
time-decay-sensitive delta
IV surface range
62.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BATT closed 16.5% below its gamma max of 16.98. It is 7.5% above the delta neutral price of 13.47. Total open interest is 723, +2.4% versus the previous session. What gamma max means · What delta neutral means

History

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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

← JAN (#3857) PRAA (#3859) →

Questions people ask about BATT

Where is BATT's gamma max today?

As of Oct 2, 2026, the gamma max for BATT is 16.98, +16.5% from the 14.57 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 BATT above or below its delta neutral price?

BATT closed above delta neutral: 14.57 against a delta neutral price of 13.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BATT have?

723 contracts of open interest across 27 listed contracts on Oct 2, 2026, +2.4% 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.