Data through close

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

As of close · rank #4050 by open interest · snapshot page

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BIB's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 41.16, net GEX is 38,632, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
109.76
prev 110.88
Gamma max
116.85
+6.5% from close
Delta neutral
91.16
-16.9% from close
Gamma neutral
41.16
-62.5% from close
Open interest
516
+0.8% vs prev
Contracts listed
83
53 calls · 40 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
115.00
+4.8% from close
2026-10-16
GEX flip
41.16
-62.5% from close
Net GEX
38,632
7,486,779 per 100k OI
Call wall
110.00
+0.2% from close
Put wall
105.00
-4.3% from close
Put/call OI
0.31
121 puts / 395 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
5.6
within trailing 52-week range
Front / back ATM IV
+42.5% / +44.9%
-2.3 pp front premium
Expected move
+8.3%
14 DTE · one standard deviation
ATM straddle / spot
+13.1%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.23
118 contracts traded
Normalized net delta
0.335
option-holder convention
Modeled dealer delta
-0.334
opposite-side scenario
Vanna / 100k OI
-1,550
volatility-sensitive delta
Charm / 100k OI
-612,016
time-decay-sensitive delta
IV surface range
9.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BIB closed 6.5% below its gamma max of 116.85. It is 16.9% above the delta neutral price of 91.16. Total open interest is 516, +0.8% 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

← PJT (#4049) CSTE (#4051) →

Questions people ask about BIB

Where is BIB's gamma max today?

As of Oct 2, 2026, the gamma max for BIB is 116.85, +6.5% from the 109.76 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 BIB above or below its delta neutral price?

BIB closed above delta neutral: 109.76 against a delta neutral price of 91.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BIB have?

516 contracts of open interest across 83 listed contracts on Oct 2, 2026, +0.8% 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.