Data through close

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

As of close · rank #3583 by open interest · snapshot page

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BCC's nearest-expiration max pain is 77.50 for 2026-10-16, its GEX flip is 74.90, net GEX is 1,787, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.99
prev 74.70
Gamma max
84.70
+13.0% from close
Delta neutral
75.82
+1.1% from close
Gamma neutral
74.90
-0.1% from close
Open interest
1,172
+2.6% vs prev
Contracts listed
87
48 calls · 44 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
77.50
+3.3% from close
2026-10-16
GEX flip
74.90
-0.1% from close
Net GEX
1,787
152,449 per 100k OI
Call wall
82.50
+10.0% from close
Put wall
70.00
-6.7% from close
Put/call OI
1.02
591 puts / 581 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
44.3
within trailing 52-week range
Front / back ATM IV
+42.8% / +39.5%
3.4 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-5.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
15 contracts traded
Normalized net delta
-0.031
option-holder convention
Modeled dealer delta
0.031
opposite-side scenario
Vanna / 100k OI
1,706
volatility-sensitive delta
Charm / 100k OI
2,141,894
time-decay-sensitive delta
IV surface range
46.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BCC closed 13.0% below its gamma max of 84.70. It is 1.1% below the delta neutral price of 75.82. Total open interest is 1,172, +2.6% 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

← ARMP (#3582) FNGS (#3584) →

Questions people ask about BCC

Where is BCC's gamma max today?

As of Oct 2, 2026, the gamma max for BCC is 84.70, +13.0% from the 74.99 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 BCC above or below its delta neutral price?

BCC closed below delta neutral: 74.99 against a delta neutral price of 75.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BCC have?

1,172 contracts of open interest across 87 listed contracts on Oct 2, 2026, +2.6% 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.