Data through close

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

As of close · rank #1629 by open interest · snapshot page

BMA's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 80.69, net GEX is -479,671, its put/call open-interest ratio is 0.82. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
64.55
prev 65.34
Gamma max
114.98
+78.1% from close
Delta neutral
75.95
+17.7% from close
Gamma neutral
80.69
+25.0% from close
Open interest
18,449
+0.3% vs prev
Contracts listed
91
52 calls · 42 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
80.00
+23.9% from close
2026-10-16
GEX flip
80.69
+25.0% from close
Net GEX
-479,671
-2,599,985 per 100k OI
Call wall
100.00
+54.9% from close
Put wall
80.00
+23.9% from close
Put/call OI
0.82
8,335 puts / 10,114 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
61.7
within trailing 52-week range
Front / back ATM IV
+43.0% / +51.9%
-8.9 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
16.5 pp
put IV minus call IV
IV butterfly
26.1 pp
front-window smile convexity
Volume / open interest
0.00
52 contracts traded
Normalized net delta
-0.179
option-holder convention
Modeled dealer delta
0.179
opposite-side scenario
Vanna / 100k OI
33
volatility-sensitive delta
Charm / 100k OI
-11,441,715
time-decay-sensitive delta
IV surface range
136.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BMA closed 78.1% below its gamma max of 114.98. It is 17.7% below the delta neutral price of 75.95. Total open interest is 18,449, +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 BMA

Where is BMA's gamma max today?

As of Oct 2, 2026, the gamma max for BMA is 114.98, +78.1% from the 64.55 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 BMA above or below its delta neutral price?

BMA closed below delta neutral: 64.55 against a delta neutral price of 75.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BMA have?

18,449 contracts of open interest across 91 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.