Data through close

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

As of close · rank #1974 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BDX's nearest-expiration max pain is 180.00 for 2026-10-16, its GEX flip is 136.91, net GEX is 920,917, its put/call open-interest ratio is 0.52. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
176.80
prev 178.07
Gamma max
187.81
+6.2% from close
Delta neutral
167.39
-5.3% from close
Gamma neutral
136.91
-22.6% from close
Open interest
11,638
+0.4% vs prev
Contracts listed
244
143 calls · 124 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
180.00
+1.8% from close
2026-10-16
GEX flip
136.91
-22.6% from close
Net GEX
920,917
7,913,021 per 100k OI
Call wall
180.00
+1.8% from close
Put wall
180.00
+1.8% from close
Put/call OI
0.52
3,997 puts / 7,641 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
17.8
within trailing 52-week range
Front / back ATM IV
+28.4% / +31.0%
-2.6 pp front premium
Expected move
+5.6%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
-2.8 pp
put IV minus call IV
IV butterfly
-0.4 pp
front-window smile convexity
Volume / open interest
0.00
54 contracts traded
Normalized net delta
0.146
option-holder convention
Modeled dealer delta
-0.145
opposite-side scenario
Vanna / 100k OI
1,521
volatility-sensitive delta
Charm / 100k OI
859,735
time-decay-sensitive delta
IV surface range
91.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BDX closed 6.2% below its gamma max of 187.81. It is 5.3% above the delta neutral price of 167.39. Total open interest is 11,638, +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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← GUSH (#1973) AMBP (#1975) →

Questions people ask about BDX

Where is BDX's gamma max today?

As of Oct 2, 2026, the gamma max for BDX is 187.81, +6.2% from the 176.80 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 BDX above or below its delta neutral price?

BDX closed above delta neutral: 176.80 against a delta neutral price of 167.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BDX have?

11,638 contracts of open interest across 244 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.