Data through close

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

As of close · rank #4331 by open interest · snapshot page

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BLFS's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 13.69, net GEX is 44,616, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.30
prev 36.78
Gamma max
37.37
+0.2% from close
Delta neutral
24.95
-33.1% from close
Gamma neutral
13.69
-63.3% from close
Open interest
288
0.0% vs prev
Contracts listed
23
23 calls · 6 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
10.00
-73.2% from close
2026-10-16
GEX flip
13.69
-63.3% from close
Net GEX
44,616
15,491,782 per 100k OI
Call wall
40.00
+7.2% from close
Put wall
35.00
-6.2% from close
Put/call OI
0.07
20 puts / 268 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
63.7
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– 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
0.02
6 contracts traded
Normalized net delta
0.511
option-holder convention
Modeled dealer delta
-0.502
opposite-side scenario
Vanna / 100k OI
1,389
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
32.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BLFS closed 0.2% below its gamma max of 37.37. It is 33.1% above the delta neutral price of 24.95. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 288, 0.0% 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

← PIT (#4330) CCUP (#4332) →

Questions people ask about BLFS

Where is BLFS's gamma max today?

As of Oct 2, 2026, the gamma max for BLFS is 37.37, +0.2% from the 37.30 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 BLFS above or below its delta neutral price?

BLFS closed above delta neutral: 37.30 against a delta neutral price of 24.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BLFS have?

288 contracts of open interest across 23 listed contracts on Oct 2, 2026, 0.0% 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.