Data through close

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

As of close · rank #2167 by open interest · snapshot page

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BBW's nearest-expiration max pain is 27.50 for 2026-10-16, its GEX flip is 31.95, net GEX is -162,268, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.56
prev 25.41
Gamma max
34.13
+33.5% from close
Delta neutral
24.79
-3.0% from close
Gamma neutral
31.95
+25.0% from close
Open interest
8,882
+0.6% vs prev
Contracts listed
81
50 calls · 40 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
27.50
+7.6% from close
2026-10-16
GEX flip
31.95
+25.0% from close
Net GEX
-162,268
-1,826,930 per 100k OI
Call wall
27.50
+7.6% from close
Put wall
25.00
-2.2% from close
Put/call OI
0.62
3,399 puts / 5,483 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
64.2
within trailing 52-week range
Front / back ATM IV
+51.1% / +57.5%
-6.5 pp front premium
Expected move
+10.0%
14 DTE · one standard deviation
ATM straddle / spot
+7.8%
front-window midpoint premium
25Δ risk reversal
12.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
375 contracts traded
Normalized net delta
0.056
option-holder convention
Modeled dealer delta
-0.056
opposite-side scenario
Vanna / 100k OI
2,297
volatility-sensitive delta
Charm / 100k OI
481,660
time-decay-sensitive delta
IV surface range
117.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BBW closed 33.5% below its gamma max of 34.13. It is 3.0% above the delta neutral price of 24.79. Total open interest is 8,882, +0.6% 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

← ABOS (#2166) VPG (#2168) →

Questions people ask about BBW

Where is BBW's gamma max today?

As of Oct 2, 2026, the gamma max for BBW is 34.13, +33.5% from the 25.56 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 BBW above or below its delta neutral price?

BBW closed above delta neutral: 25.56 against a delta neutral price of 24.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BBW have?

8,882 contracts of open interest across 81 listed contracts on Oct 2, 2026, +0.6% 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.