Data through close

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

As of close · rank #700 by open interest · snapshot page

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BHVN's nearest-expiration max pain is 10.00 for 2026-10-16, net GEX is 2,307,007, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.87
prev 13.14
Gamma max
14.64
+13.7% from close
Delta neutral
10.69
-16.9% from close
Gamma neutral
12.87
0.0% from close
Open interest
87,073
+0.2% vs prev
Contracts listed
150
111 calls · 71 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
10.00
-22.3% from close
2026-10-16
GEX flip
–
Net GEX
2,307,007
2,649,509 per 100k OI
Call wall
15.00
+16.6% from close
Put wall
14.00
+8.8% from close
Put/call OI
0.21
15,405 puts / 71,668 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
66.5
within trailing 52-week range
Front / back ATM IV
+75.7% / +90.1%
-14.4 pp front premium
Expected move
+14.8%
14 DTE · one standard deviation
ATM straddle / spot
+11.5%
front-window midpoint premium
25Δ risk reversal
20.4 pp
put IV minus call IV
IV butterfly
14.9 pp
front-window smile convexity
Volume / open interest
0.00
363 contracts traded
Normalized net delta
0.212
option-holder convention
Modeled dealer delta
-0.188
opposite-side scenario
Vanna / 100k OI
860
volatility-sensitive delta
Charm / 100k OI
-3,925,662
time-decay-sensitive delta
IV surface range
86.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BHVN closed 13.7% below its gamma max of 14.64. It is 16.9% above the delta neutral price of 10.69. Total open interest is 87,073, +0.2% 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

← ARRY (#699) ADM (#701) →

Questions people ask about BHVN

Where is BHVN's gamma max today?

As of Oct 2, 2026, the gamma max for BHVN is 14.64, +13.7% from the 12.87 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 BHVN above or below its delta neutral price?

BHVN closed above delta neutral: 12.87 against a delta neutral price of 10.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BHVN have?

87,073 contracts of open interest across 150 listed contracts on Oct 2, 2026, +0.2% 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.