Data through close

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

As of close · rank #3397 by open interest · snapshot page

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BIPC's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 37.99, net GEX is -103,380, its put/call open-interest ratio is 1.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.65
prev 35.92
Gamma max
41.27
+12.6% from close
Delta neutral
36.89
+0.7% from close
Gamma neutral
37.99
+3.7% from close
Open interest
1,543
-0.3% vs prev
Contracts listed
38
20 calls · 20 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
35.00
-4.5% from close
2026-10-16
GEX flip
37.99
+3.7% from close
Net GEX
-103,380
-6,699,929 per 100k OI
Call wall
40.00
+9.1% from close
Put wall
35.00
-4.5% from close
Put/call OI
1.05
790 puts / 753 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
6.2
within trailing 52-week range
Front / back ATM IV
+32.5% / +34.3%
-1.9 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+5.3%
front-window midpoint premium
25Δ risk reversal
-105.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
41 contracts traded
Normalized net delta
-0.026
option-holder convention
Modeled dealer delta
0.025
opposite-side scenario
Vanna / 100k OI
3,176
volatility-sensitive delta
Charm / 100k OI
-746,662
time-decay-sensitive delta
IV surface range
109.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BIPC closed 12.6% below its gamma max of 41.27. It is 0.7% below the delta neutral price of 36.89. Total open interest is 1,543, -0.3% 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

← PKX (#3396) LRCU (#3398) →

Questions people ask about BIPC

Where is BIPC's gamma max today?

As of Oct 2, 2026, the gamma max for BIPC is 41.27, +12.6% from the 36.65 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 BIPC above or below its delta neutral price?

BIPC closed below delta neutral: 36.65 against a delta neutral price of 36.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BIPC have?

1,543 contracts of open interest across 38 listed contracts on Oct 2, 2026, -0.3% 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.