Data through close

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

As of close · rank #1442 by open interest · snapshot page

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BLZE's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 7.54, net GEX is 669,267, its put/call open-interest ratio is 0.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.36
prev 14.18
Gamma max
15.54
+8.2% from close
Delta neutral
10.54
-26.6% from close
Gamma neutral
7.54
-47.5% from close
Open interest
24,103
-0.2% vs prev
Contracts listed
110
89 calls · 48 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
-30.4% from close
2026-10-16
GEX flip
7.54
-47.5% from close
Net GEX
669,267
2,776,698 per 100k OI
Call wall
15.00
+4.5% from close
Put wall
10.00
-30.4% from close
Put/call OI
0.45
7,532 puts / 16,571 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
100.0
within trailing 52-week range
Front / back ATM IV
+80.7% / +107.0%
-26.3 pp front premium
Expected move
+15.8%
14 DTE · one standard deviation
ATM straddle / spot
+12.9%
front-window midpoint premium
25Δ risk reversal
1.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
604 contracts traded
Normalized net delta
0.208
option-holder convention
Modeled dealer delta
-0.207
opposite-side scenario
Vanna / 100k OI
4,684
volatility-sensitive delta
Charm / 100k OI
-654,553
time-decay-sensitive delta
IV surface range
34.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BLZE closed 8.2% below its gamma max of 15.54. It is 26.6% above the delta neutral price of 10.54. Total open interest is 24,103, -0.2% 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

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Neighbours by open interest

← SNBR (#1441) FN (#1443) →

Questions people ask about BLZE

Where is BLZE's gamma max today?

As of Oct 2, 2026, the gamma max for BLZE is 15.54, +8.2% from the 14.36 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 BLZE above or below its delta neutral price?

BLZE closed above delta neutral: 14.36 against a delta neutral price of 10.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BLZE have?

24,103 contracts of open interest across 110 listed contracts on Oct 2, 2026, -0.2% 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.