Data through close

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

As of close · rank #2279 by open interest · snapshot page

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BEG's nearest-expiration max pain is 42.00 for 2026-10-16, its GEX flip is 30.03, net GEX is 284,166, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.43
prev 50.33
Gamma max
47.38
-13.0% from close
Delta neutral
37.42
-31.3% from close
Gamma neutral
30.03
-44.8% from close
Open interest
7,630
+1.4% vs prev
Contracts listed
227
147 calls · 122 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
42.00
-22.8% from close
2026-10-16
GEX flip
30.03
-44.8% from close
Net GEX
284,166
3,724,331 per 100k OI
Call wall
45.00
-17.3% from close
Put wall
56.00
+2.9% from close
Put/call OI
0.39
2,126 puts / 5,504 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
5.7
within trailing 52-week range
Front / back ATM IV
+133.6% / +159.8%
-26.2 pp front premium
Expected move
+26.2%
14 DTE · one standard deviation
ATM straddle / spot
+20.2%
front-window midpoint premium
25Δ risk reversal
-17.7 pp
put IV minus call IV
IV butterfly
19.9 pp
front-window smile convexity
Volume / open interest
0.05
369 contracts traded
Normalized net delta
0.359
option-holder convention
Modeled dealer delta
-0.359
opposite-side scenario
Vanna / 100k OI
-131
volatility-sensitive delta
Charm / 100k OI
-9,784,089
time-decay-sensitive delta
IV surface range
36.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BEG closed 13.0% above its gamma max of 47.38. It is 31.3% above the delta neutral price of 37.42. Total open interest is 7,630, +1.4% 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

← HLN (#2278) HAIN (#2280) →

Questions people ask about BEG

Where is BEG's gamma max today?

As of Oct 2, 2026, the gamma max for BEG is 47.38, -13.0% from the 54.43 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 BEG above or below its delta neutral price?

BEG closed above delta neutral: 54.43 against a delta neutral price of 37.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BEG have?

7,630 contracts of open interest across 227 listed contracts on Oct 2, 2026, +1.4% 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.