Data through close

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

As of close · rank #4285 by open interest · snapshot page

BLX's nearest-expiration max pain is 55.00 for 2026-10-16, net GEX is 25,921, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.78
prev 55.21
Gamma max
59.83
+9.2% from close
Delta neutral
49.29
-10.0% from close
Gamma neutral
54.78
0.0% from close
Open interest
317
+0.3% vs prev
Contracts listed
27
15 calls · 13 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
55.00
+0.4% from close
2026-10-16
GEX flip
–
Net GEX
25,921
8,176,816 per 100k OI
Call wall
60.00
+9.5% from close
Put wall
55.00
+0.4% from close
Put/call OI
0.36
84 puts / 233 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
29.4
within trailing 52-week range
Front / back ATM IV
+44.5% / +33.8%
10.7 pp front premium
Expected move
+8.7%
14 DTE · one standard deviation
ATM straddle / spot
+10.7%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
9 contracts traded
Normalized net delta
0.191
option-holder convention
Modeled dealer delta
-0.191
opposite-side scenario
Vanna / 100k OI
946
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
23.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BLX closed 9.2% below its gamma max of 59.83. It is 10.0% above the delta neutral price of 49.29. Total open interest is 317, +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

Questions people ask about BLX

Where is BLX's gamma max today?

As of Oct 2, 2026, the gamma max for BLX is 59.83, +9.2% from the 54.78 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 BLX above or below its delta neutral price?

BLX closed above delta neutral: 54.78 against a delta neutral price of 49.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BLX have?

317 contracts of open interest across 27 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.