Data through close

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

As of close · rank #1529 by open interest · snapshot page

BCE's nearest-expiration max pain is 21.00 for 2026-10-16, net GEX is 1,006,397, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.73
prev 19.92
Gamma max
23.96
+21.5% from close
Delta neutral
18.48
-6.3% from close
Gamma neutral
19.73
0.0% from close
Open interest
21,164
-0.4% vs prev
Contracts listed
108
62 calls · 50 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
21.00
+6.4% from close
2026-10-16
GEX flip
–
Net GEX
1,006,397
4,755,232 per 100k OI
Call wall
25.00
+26.7% from close
Put wall
25.00
+26.7% from close
Put/call OI
0.22
3,804 puts / 17,360 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
18.6
within trailing 52-week range
Front / back ATM IV
+24.9% / +28.5%
-3.7 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
-30.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.13
2,721 contracts traded
Normalized net delta
0.070
option-holder convention
Modeled dealer delta
-0.070
opposite-side scenario
Vanna / 100k OI
6,152
volatility-sensitive delta
Charm / 100k OI
-57,083
time-decay-sensitive delta
IV surface range
126.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BCE closed 21.5% below its gamma max of 23.96. It is 6.3% above the delta neutral price of 18.48. Total open interest is 21,164, -0.4% 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

Questions people ask about BCE

Where is BCE's gamma max today?

As of Oct 2, 2026, the gamma max for BCE is 23.96, +21.5% from the 19.73 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 BCE above or below its delta neutral price?

BCE closed above delta neutral: 19.73 against a delta neutral price of 18.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BCE have?

21,164 contracts of open interest across 108 listed contracts on Oct 2, 2026, -0.4% 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.