Data through close

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

As of close · rank #3726 by open interest · snapshot page

BJRI's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 38.38, net GEX is 42,611, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
61.93
prev 59.25
Gamma max
79.88
+29.0% from close
Delta neutral
49.45
-20.2% from close
Gamma neutral
38.38
-38.0% from close
Open interest
945
+30.2% vs prev
Contracts listed
55
39 calls · 29 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
50.00
-19.3% from close
2026-10-16
GEX flip
38.38
-38.0% from close
Net GEX
42,611
4,509,116 per 100k OI
Call wall
90.00
+45.3% from close
Put wall
70.00
+13.0% from close
Put/call OI
0.27
203 puts / 742 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
16.5
within trailing 52-week range
Front / back ATM IV
+54.4% / +51.7%
2.6 pp front premium
Expected move
+10.7%
14 DTE · one standard deviation
ATM straddle / spot
–
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
222 contracts traded
Normalized net delta
0.222
option-holder convention
Modeled dealer delta
-0.218
opposite-side scenario
Vanna / 100k OI
2,328
volatility-sensitive delta
Charm / 100k OI
-1,737,778
time-decay-sensitive delta
IV surface range
34.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BJRI closed 29.0% below its gamma max of 79.88. It is 20.2% above the delta neutral price of 49.45. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 945, +30.2% 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

Neighbours by open interest

Questions people ask about BJRI

Where is BJRI's gamma max today?

As of Oct 2, 2026, the gamma max for BJRI is 79.88, +29.0% from the 61.93 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 BJRI above or below its delta neutral price?

BJRI closed above delta neutral: 61.93 against a delta neutral price of 49.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BJRI have?

945 contracts of open interest across 55 listed contracts on Oct 2, 2026, +30.2% 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.