BILI max pain, gamma exposure (GEX) & options open interest
As of close · rank #313 by open interest · 1,394 sessions of history since Dec 1, 2020
BILI's nearest-expiration max pain is 18.00 for 2026-10-16, its GEX flip is 9.84, net GEX is 1,636,570, its put/call open-interest ratio is 0.64. 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: OI change 1.08σ
BILI closed 37.7% below its gamma max of 19.88. It is 5.1% below the delta neutral price of 15.17. Total open interest is 283,321, +5.2% versus the previous session. Its options catalyst-intensity score is 48.7 out of 100, led by OI change 1.08σ. 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 | +7,345 contracts · +4.4% |
| Put OI change, 1 session | +6,628 contracts · +6.4% |
| Call minus put OI growth, 1 session | -2.0 pp |
| Call OI change, 5 sessions | +21,732 contracts · +14.4% |
| Put OI change, 5 sessions | +9,663 contracts · +9.6% |
| Call minus put OI growth, 5 sessions | +4.8 pp |
| Daily call OI change surprise | +0.84σ (252 prior changes) |
| Daily put OI change surprise | +1.37σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.52σ (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 10 completed Day +10 paths · latest Feb 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | -1.7% | -5.1% to +0.5% | 30% | -10.0% to +2.1% | 0.0% |
| Day +2 | 10 | -5.6% | -7.3% to +0.2% | 30% | -9.9% to +2.6% | 0.0% |
| Day +3 | 10 | -6.4% | -7.9% to +0.7% | 40% | -9.1% to +4.4% | 0.0% |
| Day +4 | 10 | -5.3% | -8.4% to +3.0% | 40% | -9.4% to +3.9% | 0.0% |
| Day +5 | 10 | -6.6% | -9.0% to -1.4% | 20% | -10.9% to +1.8% | 0.0% |
| Day +6 | 10 | -5.0% | -9.4% to +3.3% | 30% | -13.2% to +5.9% | 0.0% |
| Day +7 | 10 | -3.9% | -7.8% to +4.1% | 40% | -9.2% to +5.5% | 0.0% |
| Day +8 | 10 | -1.7% | -7.2% to +6.4% | 40% | -8.9% to +12.5% | 0.0% |
| Day +9 | 10 | -1.2% | -7.8% to +8.4% | 40% | -10.5% to +12.3% | 0.0% |
| Day +10 | 10 | +2.7% | -9.2% to +11.9% | 50% | -12.1% to +14.1% | 0.0% |
Crosses above gamma max 11 completed Day +10 paths · latest Jan 12, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 11 | +3.2% | -0.1% to +5.3% | 73% | -1.0% to +6.3% | 0.0% |
| Day +2 | 11 | +0.7% | -0.8% to +3.0% | 64% | -0.8% to +4.9% | 0.0% |
| Day +3 | 11 | +2.9% | -1.3% to +3.9% | 73% | -3.7% to +4.2% | 0.0% |
| Day +4 | 11 | +2.8% | -2.6% to +6.3% | 64% | -4.2% to +7.1% | 0.0% |
| Day +5 | 11 | -4.8% | -7.0% to +8.1% | 45% | -7.6% to +8.3% | 0.0% |
| Day +6 | 11 | +0.6% | -7.1% to +4.8% | 55% | -8.0% to +5.7% | 0.0% |
| Day +7 | 11 | +3.2% | -6.4% to +6.3% | 55% | -10.0% to +7.5% | 0.0% |
| Day +8 | 11 | +3.7% | -8.2% to +6.0% | 55% | -11.2% to +6.9% | 0.0% |
| Day +9 | 11 | +3.5% | -8.5% to +8.3% | 55% | -12.6% to +11.2% | 0.0% |
| Day +10 | 11 | +0.8% | -9.4% to +8.9% | 55% | -14.1% to +9.1% | 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 | 16% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 13 |
| Prior-year sessions closer to gamma max | 90.5% of 252 |
| Prior-year sessions closer to delta neutral | 32.1% of 252 |
| Open interest percentile (1y) | 71th |
| Daily open interest change versus prior year | +1.08σ (13,973 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +12.5% |
| Open interest change, 21 sessions | +48.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 16.50 vs 16.63 (-0.8%)
- closed above delta neutral at 17.06 vs 16.70 (+2.1%)
- closed below delta neutral at 18.99 vs 19.06 (-0.4%)
- closed above delta neutral at 18.06 vs 17.52 (+3.0%)
- closed below delta neutral at 18.04 vs 18.27 (-1.3%)
- closed above delta neutral at 19.00 vs 18.41 (+3.1%)
- closed below delta neutral at 17.84 vs 18.18 (-1.9%)
- closed above delta neutral at 18.03 vs 18.00 (+0.1%)
- closed below delta neutral at 20.32 vs 21.65 (-6.5%)
- closed above delta neutral at 22.34 vs 22.19 (+0.7%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/BILI
Questions people ask about BILI
Where is BILI's gamma max today?
As of Oct 2, 2026, the gamma max for BILI is 19.88, +37.7% from the 14.44 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 BILI above or below its delta neutral price?
BILI closed below delta neutral: 14.44 against a delta neutral price of 15.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BILI have?
283,321 contracts of open interest across 207 listed contracts on Oct 2, 2026, +5.2% 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.