BBAI max pain, gamma exposure (GEX) & options open interest
As of close · rank #154 by open interest · 1,087 sessions of history since Dec 9, 2021
BBAI's nearest-expiration max pain is 2.50 for 2026-10-09, its GEX flip is 0.47, net GEX is 15,035,410, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.08
BBAI closed 13.6% below its gamma max of 3.01. It is 4.4% above the delta neutral price of 2.53. Total open interest is 665,848, -0.7% versus the previous session. Its options catalyst-intensity score is 40.1 out of 100, led by volume/OI 0.08. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,847 contracts · -0.7% |
| Put OI change, 1 session | -1,180 contracts · -0.8% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +12,201 contracts · +2.4% |
| Put OI change, 5 sessions | +2,214 contracts · +1.6% |
| Call minus put OI growth, 5 sessions | +0.8 pp |
| Daily call OI change surprise | -0.07σ (252 prior changes) |
| Daily put OI change surprise | -0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.02σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 33 completed Day +10 paths · latest Aug 5, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 33 | -1.2% | -5.7% to +4.8% | 36% | -3.8% to +0.3% | 0.0% |
| Day +2 | 33 | -1.5% | -6.4% to +7.6% | 42% | -4.4% to +1.0% | 0.0% |
| Day +3 | 33 | -3.1% | -8.5% to +5.5% | 39% | -5.2% to +1.7% | 0.0% |
| Day +4 | 33 | -1.9% | -9.4% to +18.3% | 42% | -7.6% to +9.9% | 0.0% |
| Day +5 | 33 | 0.0% | -10.6% to +9.4% | 48% | -7.0% to +4.3% | 0.0% |
| Day +6 | 33 | +0.7% | -10.1% to +14.4% | 55% | -5.2% to +9.0% | 0.0% |
| Day +7 | 33 | -3.6% | -11.9% to +11.8% | 39% | -8.5% to +7.7% | 0.0% |
| Day +8 | 33 | -0.4% | -13.3% to +11.3% | 45% | -6.0% to +5.9% | 0.0% |
| Day +9 | 33 | +2.1% | -8.9% to +8.3% | 58% | -5.9% to +4.4% | 0.0% |
| Day +10 | 33 | +1.1% | -13.3% to +15.9% | 52% | -8.2% to +6.6% | 0.0% |
Crosses above gamma max 29 completed Day +10 paths · latest May 28, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 29 | -2.8% | -5.3% to +1.9% | 34% | -3.8% to +1.1% | 0.0% |
| Day +2 | 29 | +0.6% | -7.7% to +8.1% | 52% | -6.3% to +5.7% | 0.0% |
| Day +3 | 29 | -2.2% | -6.2% to +6.3% | 45% | -5.1% to +4.9% | 0.0% |
| Day +4 | 29 | -2.0% | -8.8% to +14.2% | 48% | -6.1% to +7.4% | 0.0% |
| Day +5 | 29 | -0.3% | -8.6% to +14.9% | 48% | -8.1% to +8.7% | 0.0% |
| Day +6 | 29 | -1.5% | -11.2% to +15.9% | 45% | -10.1% to +6.2% | 0.0% |
| Day +7 | 29 | +5.1% | -12.8% to +17.0% | 52% | -12.2% to +13.7% | 0.0% |
| Day +8 | 29 | -0.5% | -13.6% to +21.0% | 48% | -11.3% to +9.4% | 0.0% |
| Day +9 | 29 | -3.5% | -13.7% to +24.9% | 45% | -10.0% to +13.3% | 0.0% |
| Day +10 | 29 | -3.0% | -12.0% to +17.9% | 48% | -10.7% to +16.3% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 11 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 46.8% of 252 |
| Prior-year sessions closer to delta neutral | 4.4% of 252 |
| Open interest percentile (1y) | 11th |
| Daily open interest change versus prior year | -0.06σ (-5,027 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.2% |
| Open interest change, 21 sessions | -11.7% |
| History available | Dec 9, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 3.03 vs 3.07 (-1.3%)
- closed above gamma max at 3.15 vs 3.06 (+2.9%)
- closed below gamma max at 5.10 vs 5.38 (-5.6%)
- closed above gamma max at 4.94 vs 4.76 (+3.7%)
- closed below gamma max at 6.82 vs 7.38 (-8.2%)
- closed above gamma max at 7.02 vs 6.87 (+2.1%)
- closed below gamma max at 8.52 vs 8.80 (-3.3%)
- closed above gamma max at 8.81 vs 8.55 (+3.0%)
- closed below gamma max at 7.44 vs 7.71 (-3.6%)
- closed above gamma max at 7.69 vs 7.60 (+1.1%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/BBAI
Questions people ask about BBAI
Where is BBAI's gamma max today?
As of Oct 2, 2026, the gamma max for BBAI is 3.01, +13.6% from the 2.65 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 BBAI above or below its delta neutral price?
BBAI closed above delta neutral: 2.65 against a delta neutral price of 2.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BBAI have?
665,848 contracts of open interest across 152 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.