Data through close

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

As of close · rank #3740 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BCI's nearest-expiration max pain is 25.00 for 2026-10-16, net GEX is 146,548, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.88
prev 25.97
Gamma max
25.15
-2.8% from close
Delta neutral
22.59
-12.7% from close
Gamma neutral
25.88
0.0% from close
Open interest
917
+0.1% vs prev
Contracts listed
32
20 calls · 15 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
-3.4% from close
2026-10-16
GEX flip
–
Net GEX
146,548
15,981,251 per 100k OI
Call wall
25.00
-3.4% from close
Put wall
26.00
+0.5% from close
Put/call OI
0.40
263 puts / 654 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
1.9
within trailing 52-week range
Front / back ATM IV
+24.7% / +25.7%
-0.9 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.300
option-holder convention
Modeled dealer delta
-0.297
opposite-side scenario
Vanna / 100k OI
763
volatility-sensitive delta
Charm / 100k OI
-383,206
time-decay-sensitive delta
IV surface range
86.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BCI closed 2.8% above its gamma max of 25.15. It is 12.7% above the delta neutral price of 22.59. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 917, +0.1% 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

← NWPX (#3739) NANOS (#3741) →

Questions people ask about BCI

Where is BCI's gamma max today?

As of Oct 2, 2026, the gamma max for BCI is 25.15, -2.8% from the 25.88 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 BCI above or below its delta neutral price?

BCI closed above delta neutral: 25.88 against a delta neutral price of 22.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BCI have?

917 contracts of open interest across 32 listed contracts on Oct 2, 2026, +0.1% 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.