Data through close

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

As of close · rank #1160 by open interest · snapshot page

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BLK's nearest-expiration max pain is 1,090.00 for 2026-10-09, its GEX flip is 988.98, net GEX is 1,795,495, its put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
1,059.63
prev 1,064.36
Gamma max
1,165.63
+10.0% from close
Delta neutral
1,024.69
-3.3% from close
Gamma neutral
988.98
-6.7% from close
Open interest
37,619
+0.1% vs prev
Contracts listed
1,146
640 calls · 595 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
1,090.00
+2.9% from close
2026-10-09
GEX flip
988.98
-6.7% from close
Net GEX
1,795,495
4,772,840 per 100k OI
Call wall
1,100.00
+3.8% from close
Put wall
1,040.00
-1.9% from close
Put/call OI
0.69
15,324 puts / 22,295 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
94.5
within trailing 52-week range
Front / back ATM IV
+28.3% / +31.3%
-3.0 pp front premium
Expected move
+3.9%
7 DTE · one standard deviation
ATM straddle / spot
+3.3%
front-window midpoint premium
25Δ risk reversal
-3.9 pp
put IV minus call IV
IV butterfly
1.0 pp
front-window smile convexity
Volume / open interest
0.03
1,359 contracts traded
Normalized net delta
0.067
option-holder convention
Modeled dealer delta
-0.066
opposite-side scenario
Vanna / 100k OI
2,845
volatility-sensitive delta
Charm / 100k OI
-5,275,383
time-decay-sensitive delta
IV surface range
72.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BLK closed 10.0% below its gamma max of 1,165.63. It is 3.3% above the delta neutral price of 1,024.69. Total open interest is 37,619, +0.1% 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

← VAL (#1159) TRX (#1161) →

Questions people ask about BLK

Where is BLK's gamma max today?

As of Oct 2, 2026, the gamma max for BLK is 1,165.63, +10.0% from the 1,059.63 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 BLK above or below its delta neutral price?

BLK closed above delta neutral: 1,059.63 against a delta neutral price of 1,024.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BLK have?

37,619 contracts of open interest across 1,146 listed contracts on Oct 2, 2026, +0.1% 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.