Data through close

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

As of close · rank #3373 by open interest · snapshot page

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BMI's nearest-expiration max pain is 120.00 for 2026-10-16, its GEX flip is 122.84, net GEX is 28,255, its put/call open-interest ratio is 1.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
127.77
prev 128.37
Gamma max
141.10
+10.4% from close
Delta neutral
127.89
+0.1% from close
Gamma neutral
122.84
-3.9% from close
Open interest
1,609
-0.3% vs prev
Contracts listed
116
56 calls · 69 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
120.00
-6.1% from close
2026-10-16
GEX flip
122.84
-3.9% from close
Net GEX
28,255
1,756,058 per 100k OI
Call wall
125.00
-2.2% from close
Put wall
125.00
-2.2% from close
Put/call OI
1.20
876 puts / 733 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
8.8
within trailing 52-week range
Front / back ATM IV
+36.1% / +47.4%
-11.3 pp front premium
Expected move
+7.1%
14 DTE · one standard deviation
ATM straddle / spot
+13.5%
front-window midpoint premium
25Δ risk reversal
1.2 pp
put IV minus call IV
IV butterfly
2.3 pp
front-window smile convexity
Volume / open interest
0.01
15 contracts traded
Normalized net delta
0.009
option-holder convention
Modeled dealer delta
-0.009
opposite-side scenario
Vanna / 100k OI
870
volatility-sensitive delta
Charm / 100k OI
-144,997
time-decay-sensitive delta
IV surface range
51.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BMI closed 10.4% below its gamma max of 141.10. It is 0.1% below the delta neutral price of 127.89. Total open interest is 1,609, -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

Neighbours by open interest

← ICL (#3372) ARKO (#3374) →

Questions people ask about BMI

Where is BMI's gamma max today?

As of Oct 2, 2026, the gamma max for BMI is 141.10, +10.4% from the 127.77 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 BMI above or below its delta neutral price?

BMI closed below delta neutral: 127.77 against a delta neutral price of 127.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BMI have?

1,609 contracts of open interest across 116 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.