Data through close

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

As of close · rank #67 by open interest · 302 sessions of history since Jul 24, 2025

BMNR's nearest-expiration max pain is 27.00 for 2026-10-09, its GEX flip is 19.25, net GEX is 44,325,309, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.27
prev 26.73
Gamma max
29.64
+12.8% from close
Delta neutral
20.85
-20.6% from close
Gamma neutral
19.25
-26.7% from close
Open interest
1,567,185
-7.2% vs prev
Contracts listed
686
437 calls · 377 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
27.00
+2.8% from close
2026-10-09
GEX flip
19.25
-26.7% from close
Net GEX
44,325,309
2,828,339 per 100k OI
Call wall
30.00
+14.2% from close
Put wall
28.00
+6.6% from close
Put/call OI
0.42
465,014 puts / 1,102,171 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
55.3
cross-sectional score / 100
Directional score
17.9
relatively bullish positioning
IV rank
32.2
within trailing 52-week range
Front / back ATM IV
+69.7% / +72.0%
-2.3 pp front premium
Expected move
+9.7%
7 DTE · one standard deviation
ATM straddle / spot
+7.2%
front-window midpoint premium
25Δ risk reversal
-3.4 pp
put IV minus call IV
IV butterfly
4.9 pp
front-window smile convexity
Volume / open interest
0.12
202,823 contracts traded
Normalized net delta
0.208
option-holder convention
Modeled dealer delta
-0.207
opposite-side scenario
Vanna / 100k OI
1,715
volatility-sensitive delta
Charm / 100k OI
-28,241
time-decay-sensitive delta
IV surface range
84.6 pp
published contour maximum minus minimum

Strongest relative signals: volume/OI 0.12 · 7d expected move +9.7%

Download the complete dated analysis JSON .

BMNR closed 12.8% below its gamma max of 29.64. It is 20.6% above the delta neutral price of 20.85. Total open interest is 1,567,185, -7.2% versus the previous session. Its options catalyst-intensity score is 55.3 out of 100, led by volume/OI 0.12, 7d expected move +9.7%. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

BMNR call and put open interest changes
Measure Value
Call OI change, 1 session -71,835 contracts · -6.1%
Put OI change, 1 session -50,133 contracts · -9.7%
Call minus put OI growth, 1 session +3.6 pp
Call OI change, 5 sessions +23,122 contracts · +2.1%
Put OI change, 5 sessions +74,902 contracts · +19.2%
Call minus put OI growth, 5 sessions -17.1 pp
Daily call OI change surprise -1.16σ (252 prior changes)
Daily put OI change surprise -1.30σ (252 prior changes)
Daily call-minus-put growth surprise +0.93σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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What followed prior gamma-max crosses?

Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.

Crosses below gamma max 4 completed Day +10 paths · latest Sep 22, 2026
BMNR returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -20.0% -10.0% 0% +10.0% +20.0% Cross on Aug 11, 2025 Cross on Sep 15, 2025 Cross on Sep 19, 2025 Cross on Aug 26, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
BMNR historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 5 +2.9% -4.5% to +4.3% 60% -10.1% to +5.3% 0.0%
Day +2 5 -2.5% -4.5% to +3.0% 40% -11.1% to +7.5% 0.0%
Day +3 5 +1.3% -4.2% to +1.6% 60% -15.3% to +12.9% 0.0%
Day +4 5 -6.2% -6.7% to -3.1% 20% -19.1% to +15.4% 0.0%
Day +5 5 -7.4% -8.0% to -7.1% 20% -17.6% to +3.7% 0.0%
Day +6 5 -8.1% -13.2% to +2.6% 40% -16.5% to +6.2% 0.0%
Day +7 5 -7.1% -12.7% to -2.2% 20% -15.3% to +0.2% 0.0%
Day +8 5 -8.7% -14.6% to -6.7% 0% -20.0% to -0.6% -0.6%
Day +9 4 -6.4% -8.4% to -4.4% 0% – –
Day +10 4 -5.2% -9.9% to -2.1% 25% – –
Crosses above gamma max 4 completed Day +10 paths · latest Sep 21, 2026
BMNR returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -50.0% -25.0% 0% +25.0% +50.0% Cross on Aug 6, 2025 Cross on Sep 12, 2025 Cross on Sep 18, 2025 Cross on Aug 19, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
BMNR historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 5 +2.2% +1.8% to +4.5% 80% -3.6% to +6.6% 0.0%
Day +2 5 +1.5% -2.8% to +12.8% 60% -8.1% to +30.2% 0.0%
Day +3 5 +3.6% -0.8% to +19.3% 60% -9.1% to +51.0% 0.0%
Day +4 5 +8.8% -2.4% to +22.6% 60% -13.4% to +57.5% 0.0%
Day +5 5 +11.3% -5.0% to +23.1% 60% -17.3% to +55.6% 0.0%
Day +6 5 +0.0% -5.4% to +26.6% 60% -15.8% to +53.0% 0.0%
Day +7 5 -1.1% -6.4% to +17.6% 40% -11.2% to +46.4% 0.0%
Day +8 5 -5.4% -5.8% to +25.1% 40% -13.4% to +38.9% 0.0%
Day +9 5 -7.0% -10.0% to +15.5% 40% -12.7% to +26.0% 0.0%
Day +10 4 +4.1% -6.4% to +18.4% 50% – –

Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.

Last 252 sessions

BMNR trailing historical statistics
Sessions closed above gamma max 2%
Gamma max crosses 4
Delta neutral crosses 14
Prior-year sessions closer to gamma max 50.4% of 252
Prior-year sessions closer to delta neutral 84.5% of 252
Open interest percentile (1y) 77th
Daily open interest change versus prior year -1.24σ (-121,968 contracts; 252 prior changes)
Open interest change, 5 sessions +6.7%
Open interest change, 21 sessions +0.7%
History available Jul 24, 2025 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 28.76 vs 29.56 (-2.8%)
  2. closed above gamma max at 28.25 vs 27.82 (+1.5%)
  3. closed below gamma max at 24.91 vs 25.23 (-1.3%)
  4. closed above gamma max at 20.24 vs 20.01 (+1.1%)
  5. closed above delta neutral at 13.64 vs 13.42 (+1.6%)
  6. closed below delta neutral at 14.06 vs 14.38 (-2.2%)
  7. closed above delta neutral at 16.49 vs 16.30 (+1.1%)
  8. closed below delta neutral at 15.60 vs 15.72 (-0.8%)
  9. closed above delta neutral at 20.47 vs 19.60 (+4.3%)
  10. closed below delta neutral at 20.30 vs 20.92 (-3.1%)

In today's screens

Neighbours by open interest

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Questions people ask about BMNR

Where is BMNR's gamma max today?

As of Oct 2, 2026, the gamma max for BMNR is 29.64, +12.8% from the 26.27 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 BMNR above or below its delta neutral price?

BMNR closed above delta neutral: 26.27 against a delta neutral price of 20.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BMNR have?

1,567,185 contracts of open interest across 686 listed contracts on Oct 2, 2026, -7.2% 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.