Data through close

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

As of close · rank #882 by open interest · snapshot page

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BBWI's nearest-expiration max pain is 17.00 for 2026-10-09, its GEX flip is 17.91, net GEX is -1,479,963, its put/call open-interest ratio is 0.96. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.06
prev 16.40
Gamma max
23.48
+46.2% from close
Delta neutral
17.56
+9.4% from close
Gamma neutral
17.91
+11.5% from close
Open interest
60,734
-7.6% vs prev
Contracts listed
278
172 calls · 153 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
17.00
+5.9% from close
2026-10-09
GEX flip
17.91
+11.5% from close
Net GEX
-1,479,963
-2,436,796 per 100k OI
Call wall
25.00
+55.7% from close
Put wall
15.00
-6.6% from close
Put/call OI
0.96
29,695 puts / 31,039 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
30.1
within trailing 52-week range
Front / back ATM IV
+51.0% / +52.6%
-1.6 pp front premium
Expected move
+7.1%
7 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-236.1 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.10
6,290 contracts traded
Normalized net delta
-0.109
option-holder convention
Modeled dealer delta
0.109
opposite-side scenario
Vanna / 100k OI
3,504
volatility-sensitive delta
Charm / 100k OI
23,738
time-decay-sensitive delta
IV surface range
213.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BBWI closed 46.2% below its gamma max of 23.48. It is 9.4% below the delta neutral price of 17.56. Total open interest is 60,734, -7.6% 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

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Neighbours by open interest

← DECK (#881) TGTX (#883) →

Questions people ask about BBWI

Where is BBWI's gamma max today?

As of Oct 2, 2026, the gamma max for BBWI is 23.48, +46.2% from the 16.06 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 BBWI above or below its delta neutral price?

BBWI closed below delta neutral: 16.06 against a delta neutral price of 17.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BBWI have?

60,734 contracts of open interest across 278 listed contracts on Oct 2, 2026, -7.6% 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.