Data through close

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

As of close · rank #1397 by open interest · snapshot page

BKD's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 13.57, net GEX is -474,656, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.86
prev 10.84
Gamma max
16.49
+51.9% from close
Delta neutral
11.44
+5.4% from close
Gamma neutral
13.57
+25.0% from close
Open interest
25,348
+4.7% vs prev
Contracts listed
72
53 calls · 27 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
13.00
+19.7% from close
2026-10-16
GEX flip
13.57
+25.0% from close
Net GEX
-474,656
-1,872,557 per 100k OI
Call wall
15.00
+38.1% from close
Put wall
12.00
+10.5% from close
Put/call OI
0.49
8,381 puts / 16,967 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
3.1
within trailing 52-week range
Front / back ATM IV
+45.2% / +47.6%
-2.3 pp front premium
Expected move
+8.9%
14 DTE · one standard deviation
ATM straddle / spot
+6.9%
front-window midpoint premium
25Δ risk reversal
-236.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
321 contracts traded
Normalized net delta
-0.044
option-holder convention
Modeled dealer delta
0.044
opposite-side scenario
Vanna / 100k OI
4,099
volatility-sensitive delta
Charm / 100k OI
-985,754
time-decay-sensitive delta
IV surface range
103.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BKD closed 51.9% below its gamma max of 16.49. It is 5.4% below the delta neutral price of 11.44. Total open interest is 25,348, +4.7% 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

Questions people ask about BKD

Where is BKD's gamma max today?

As of Oct 2, 2026, the gamma max for BKD is 16.49, +51.9% from the 10.86 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 BKD above or below its delta neutral price?

BKD closed below delta neutral: 10.86 against a delta neutral price of 11.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BKD have?

25,348 contracts of open interest across 72 listed contracts on Oct 2, 2026, +4.7% 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.