Data through close

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

As of close · rank #1038 by open interest · snapshot page

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BG's nearest-expiration max pain is 120.00 for 2026-10-16, its GEX flip is 103.60, net GEX is 397,485, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
106.72
prev 106.61
Gamma max
127.42
+19.4% from close
Delta neutral
109.59
+2.7% from close
Gamma neutral
103.60
-2.9% from close
Open interest
45,581
+1.8% vs prev
Contracts listed
187
109 calls · 89 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
120.00
+12.4% from close
2026-10-16
GEX flip
103.60
-2.9% from close
Net GEX
397,485
872,041 per 100k OI
Call wall
120.00
+12.4% from close
Put wall
105.00
-1.6% from close
Put/call OI
0.44
13,866 puts / 31,715 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
25.7
within trailing 52-week range
Front / back ATM IV
+34.9% / +38.6%
-3.8 pp front premium
Expected move
+6.8%
14 DTE · one standard deviation
ATM straddle / spot
+5.4%
front-window midpoint premium
25Δ risk reversal
-6.1 pp
put IV minus call IV
IV butterfly
0.5 pp
front-window smile convexity
Volume / open interest
0.01
487 contracts traded
Normalized net delta
-0.031
option-holder convention
Modeled dealer delta
0.031
opposite-side scenario
Vanna / 100k OI
3,984
volatility-sensitive delta
Charm / 100k OI
-353,805
time-decay-sensitive delta
IV surface range
118.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BG closed 19.4% below its gamma max of 127.42. It is 2.7% below the delta neutral price of 109.59. Total open interest is 45,581, +1.8% 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

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Questions people ask about BG

Where is BG's gamma max today?

As of Oct 2, 2026, the gamma max for BG is 127.42, +19.4% from the 106.72 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 BG above or below its delta neutral price?

BG closed below delta neutral: 106.72 against a delta neutral price of 109.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BG have?

45,581 contracts of open interest across 187 listed contracts on Oct 2, 2026, +1.8% 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.