Data through close

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

As of close · rank #4182 by open interest · snapshot page

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BCML's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 22.45, net GEX is 26,524, its put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
31.19
prev 30.90
Gamma max
29.54
-5.3% from close
Delta neutral
26.17
-16.1% from close
Gamma neutral
22.45
-28.0% from close
Open interest
400
0.0% vs prev
Contracts listed
24
12 calls · 12 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
30.00
-3.8% from close
2026-10-16
GEX flip
22.45
-28.0% from close
Net GEX
26,524
6,630,940 per 100k OI
Call wall
30.00
-3.8% from close
Put wall
25.00
-19.8% from close
Put/call OI
0.69
164 puts / 236 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
15.8
within trailing 52-week range
Front / back ATM IV
+61.4% / +41.8%
19.6 pp front premium
Expected move
+12.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
40.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.295
option-holder convention
Modeled dealer delta
-0.295
opposite-side scenario
Vanna / 100k OI
-250
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
40.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BCML closed 5.3% above its gamma max of 29.54. It is 16.1% above the delta neutral price of 26.17. Total open interest is 400, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← VOX (#4181) FXB (#4183) →

Questions people ask about BCML

Where is BCML's gamma max today?

As of Oct 2, 2026, the gamma max for BCML is 29.54, -5.3% from the 31.19 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 BCML above or below its delta neutral price?

BCML closed above delta neutral: 31.19 against a delta neutral price of 26.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BCML have?

400 contracts of open interest across 24 listed contracts on Oct 2, 2026, 0.0% 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.