Data through close

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

As of close · rank #2397 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BGC's nearest-expiration max pain is 12.00 for 2026-10-16, net GEX is 196,743, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.78
prev 11.62
Gamma max
13.51
+14.7% from close
Delta neutral
10.11
-14.1% from close
Gamma neutral
11.78
0.0% from close
Open interest
6,504
+0.5% vs prev
Contracts listed
53
50 calls · 17 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
12.00
+1.9% from close
2026-10-16
GEX flip
–
Net GEX
196,743
3,024,956 per 100k OI
Call wall
12.00
+1.9% from close
Put wall
12.00
+1.9% from close
Put/call OI
0.19
1,030 puts / 5,474 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
28.1
within trailing 52-week range
Front / back ATM IV
+36.7% / +34.9%
1.8 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
4.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
30 contracts traded
Normalized net delta
0.342
option-holder convention
Modeled dealer delta
-0.342
opposite-side scenario
Vanna / 100k OI
3,659
volatility-sensitive delta
Charm / 100k OI
-6,411
time-decay-sensitive delta
IV surface range
44.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BGC closed 14.7% below its gamma max of 13.51. It is 14.1% above the delta neutral price of 10.11. Total open interest is 6,504, +0.5% 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

← TII (#2396) CPIX (#2398) →

Questions people ask about BGC

Where is BGC's gamma max today?

As of Oct 2, 2026, the gamma max for BGC is 13.51, +14.7% from the 11.78 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 BGC above or below its delta neutral price?

BGC closed above delta neutral: 11.78 against a delta neutral price of 10.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BGC have?

6,504 contracts of open interest across 53 listed contracts on Oct 2, 2026, +0.5% 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.