Data through close

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

As of close · rank #2842 by open interest · snapshot page

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BFH's nearest-expiration max pain is 100.00 for 2026-10-16, its GEX flip is 114.69, net GEX is -445,499, its put/call open-interest ratio is 3.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
98.05
prev 96.94
Gamma max
122.86
+25.3% from close
Delta neutral
100.99
+3.0% from close
Gamma neutral
114.69
+17.0% from close
Open interest
3,332
-0.1% vs prev
Contracts listed
91
70 calls · 37 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
100.00
+2.0% from close
2026-10-16
GEX flip
114.69
+17.0% from close
Net GEX
-445,499
-13,370,312 per 100k OI
Call wall
100.00
+2.0% from close
Put wall
95.00
-3.1% from close
Put/call OI
3.25
2,548 puts / 784 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
50.0
within trailing 52-week range
Front / back ATM IV
+39.0% / +42.0%
-3.0 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+12.8%
front-window midpoint premium
25Δ risk reversal
19.7 pp
put IV minus call IV
IV butterfly
12.8 pp
front-window smile convexity
Volume / open interest
0.01
31 contracts traded
Normalized net delta
-0.052
option-holder convention
Modeled dealer delta
0.052
opposite-side scenario
Vanna / 100k OI
2,401
volatility-sensitive delta
Charm / 100k OI
2,672,119
time-decay-sensitive delta
IV surface range
29.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BFH closed 25.3% below its gamma max of 122.86. It is 3.0% below the delta neutral price of 100.99. Total open interest is 3,332, -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

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Neighbours by open interest

← HEI (#2841) JBTM (#2843) →

Questions people ask about BFH

Where is BFH's gamma max today?

As of Oct 2, 2026, the gamma max for BFH is 122.86, +25.3% from the 98.05 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 BFH above or below its delta neutral price?

BFH closed below delta neutral: 98.05 against a delta neutral price of 100.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BFH have?

3,332 contracts of open interest across 91 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.