Data through close

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

As of close · rank #2386 by open interest · snapshot page

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BEP's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 25.11, net GEX is 202,905, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
28.35
prev 28.42
Gamma max
33.93
+19.7% from close
Delta neutral
27.36
-3.5% from close
Gamma neutral
25.11
-11.4% from close
Open interest
6,637
+0.4% vs prev
Contracts listed
34
19 calls · 18 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
+5.8% from close
2026-10-16
GEX flip
25.11
-11.4% from close
Net GEX
202,905
3,057,184 per 100k OI
Call wall
30.00
+5.8% from close
Put wall
30.00
+5.8% from close
Put/call OI
0.40
1,889 puts / 4,748 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
93.7
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
3.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
80 contracts traded
Normalized net delta
0.050
option-holder convention
Modeled dealer delta
-0.050
opposite-side scenario
Vanna / 100k OI
1,657
volatility-sensitive delta
Charm / 100k OI
-886,259
time-decay-sensitive delta
IV surface range
169.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BEP closed 19.7% below its gamma max of 33.93. It is 3.5% above the delta neutral price of 27.36. Total open interest is 6,637, +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

Neighbours by open interest

← NAUT (#2385) EME (#2387) →

Questions people ask about BEP

Where is BEP's gamma max today?

As of Oct 2, 2026, the gamma max for BEP is 33.93, +19.7% from the 28.35 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 BEP above or below its delta neutral price?

BEP closed above delta neutral: 28.35 against a delta neutral price of 27.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BEP have?

6,637 contracts of open interest across 34 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.