BIDU max pain, gamma exposure (GEX) & options open interest
As of close · rank #264 by open interest · 1,394 sessions of history since Dec 1, 2020
BIDU's nearest-expiration max pain is 90.00 for 2026-10-09, its GEX flip is 87.95, net GEX is -4,556,530, its put/call open-interest ratio is 0.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.08 · IV rank 90
BIDU closed 27.9% below its gamma max of 107.87. It is 9.7% below the delta neutral price of 92.51. Total open interest is 369,924, -4.8% versus the previous session. Its options catalyst-intensity score is 45.4 out of 100, led by volume/OI 0.08, IV rank 90. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -9,598 contracts · -4.2% |
| Put OI change, 1 session | -9,102 contracts · -5.8% |
| Call minus put OI growth, 1 session | +1.6 pp |
| Call OI change, 5 sessions | +7,132 contracts · +3.3% |
| Put OI change, 5 sessions | +608 contracts · +0.4% |
| Call minus put OI growth, 5 sessions | +2.9 pp |
| Daily call OI change surprise | -0.48σ (252 prior changes) |
| Daily put OI change surprise | -0.84σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.70σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 22 completed Day +10 paths · latest May 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 22 | +0.6% | -0.8% to +1.7% | 64% | -0.7% to +1.4% | 0.0% |
| Day +2 | 22 | +1.3% | -2.4% to +4.7% | 59% | -2.1% to +4.3% | 0.0% |
| Day +3 | 22 | -1.1% | -3.5% to +5.7% | 50% | -3.4% to +5.5% | 0.0% |
| Day +4 | 22 | -0.6% | -3.5% to +5.3% | 50% | -3.0% to +4.9% | 0.0% |
| Day +5 | 22 | +1.1% | -2.1% to +8.7% | 59% | -2.0% to +8.7% | 0.0% |
| Day +6 | 22 | +1.1% | -3.2% to +7.6% | 55% | -2.9% to +3.9% | 0.0% |
| Day +7 | 22 | -0.5% | -3.4% to +7.9% | 41% | -2.9% to +7.3% | 0.0% |
| Day +8 | 22 | -0.7% | -3.7% to +8.7% | 45% | -2.6% to +6.1% | 0.0% |
| Day +9 | 22 | +0.2% | -2.9% to +8.9% | 50% | -1.6% to +6.6% | 0.0% |
| Day +10 | 22 | +0.0% | -5.8% to +7.1% | 50% | -5.6% to +5.6% | 0.0% |
Crosses above gamma max 21 completed Day +10 paths · latest May 13, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 21 | -0.4% | -1.9% to +0.9% | 43% | -1.5% to +0.1% | 0.0% |
| Day +2 | 21 | +0.3% | -1.3% to +3.2% | 52% | -1.1% to +2.7% | 0.0% |
| Day +3 | 21 | -0.6% | -2.0% to +6.1% | 43% | -1.9% to +4.8% | 0.0% |
| Day +4 | 21 | -0.5% | -2.9% to +8.0% | 48% | -1.9% to +5.6% | 0.0% |
| Day +5 | 21 | -0.6% | -2.8% to +5.7% | 48% | -2.8% to +5.5% | 0.0% |
| Day +6 | 21 | +2.4% | -2.8% to +9.4% | 67% | -2.7% to +7.7% | 0.0% |
| Day +7 | 21 | +0.0% | -3.7% to +10.5% | 52% | -1.0% to +9.4% | 0.0% |
| Day +8 | 21 | +0.6% | -4.7% to +9.0% | 57% | -3.5% to +7.4% | 0.0% |
| Day +9 | 21 | -0.6% | -2.1% to +9.3% | 48% | -2.1% to +7.9% | 0.0% |
| Day +10 | 21 | +1.5% | -3.6% to +9.8% | 62% | -0.5% to +6.1% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 13 |
| Prior-year sessions closer to gamma max | 99.2% of 252 |
| Prior-year sessions closer to delta neutral | 58.7% of 252 |
| Open interest percentile (1y) | 36th |
| Daily open interest change versus prior year | -0.62σ (-18,700 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.1% |
| Open interest change, 21 sessions | -22.3% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 105.94 vs 106.93 (-0.9%)
- closed above delta neutral at 112.18 vs 106.92 (+4.7%)
- closed below delta neutral at 103.96 vs 106.65 (-2.6%)
- closed above delta neutral at 111.76 vs 107.30 (+4.0%)
- closed below delta neutral at 112.72 vs 114.26 (-1.4%)
- closed above delta neutral at 115.77 vs 115.31 (+0.4%)
- closed below delta neutral at 116.16 vs 117.17 (-0.9%)
- closed below gamma max at 143.29 vs 148.66 (-3.7%)
- closed above gamma max at 150.50 vs 147.59 (+1.9%)
- closed below gamma max at 139.87 vs 142.89 (-2.2%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/BIDU
Questions people ask about BIDU
Where is BIDU's gamma max today?
As of Oct 2, 2026, the gamma max for BIDU is 107.87, +27.9% from the 84.32 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 BIDU above or below its delta neutral price?
BIDU closed below delta neutral: 84.32 against a delta neutral price of 92.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BIDU have?
369,924 contracts of open interest across 639 listed contracts on Oct 2, 2026, -4.8% 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.