Data through close

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

As of close · rank #2606 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BBVA's nearest-expiration max pain is 25.00 for 2026-10-16, net GEX is -81,108, its put/call open-interest ratio is 2.76. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.98
prev 26.87
Gamma max
45.09
+67.1% from close
Delta neutral
26.82
-0.6% from close
Gamma neutral
26.98
0.0% from close
Open interest
4,792
+0.0% vs prev
Contracts listed
28
17 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
25.00
-7.3% from close
2026-10-16
GEX flip
–
Net GEX
-81,108
-1,692,565 per 100k OI
Call wall
25.00
-7.3% from close
Put wall
25.00
-7.3% from close
Put/call OI
2.76
3,519 puts / 1,273 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
57.5
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-136.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
-0.085
option-holder convention
Modeled dealer delta
0.077
opposite-side scenario
Vanna / 100k OI
3,694
volatility-sensitive delta
Charm / 100k OI
589,962
time-decay-sensitive delta
IV surface range
110.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BBVA closed 67.1% below its gamma max of 45.09. It is 0.6% above the delta neutral price of 26.82. Total open interest is 4,792, +0.0% 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

Neighbours by open interest

← EVR (#2605) TRU (#2607) →

Questions people ask about BBVA

Where is BBVA's gamma max today?

As of Oct 2, 2026, the gamma max for BBVA is 45.09, +67.1% from the 26.98 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 BBVA above or below its delta neutral price?

BBVA closed above delta neutral: 26.98 against a delta neutral price of 26.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BBVA have?

4,792 contracts of open interest across 28 listed contracts on Oct 2, 2026, +0.0% 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.