Data through close

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

As of close · rank #1598 by open interest · snapshot page

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BMO's nearest-expiration max pain is 175.00 for 2026-10-16, its GEX flip is 174.43, net GEX is -855,507, its put/call open-interest ratio is 1.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
165.70
prev 166.30
Gamma max
187.71
+13.3% from close
Delta neutral
172.62
+4.2% from close
Gamma neutral
174.43
+5.3% from close
Open interest
19,259
+1.3% vs prev
Contracts listed
156
87 calls · 87 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
175.00
+5.6% from close
2026-10-16
GEX flip
174.43
+5.3% from close
Net GEX
-855,507
-4,442,116 per 100k OI
Call wall
175.00
+5.6% from close
Put wall
170.00
+2.6% from close
Put/call OI
1.05
9,877 puts / 9,382 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
11.2
within trailing 52-week range
Front / back ATM IV
+22.5% / +21.7%
0.8 pp front premium
Expected move
+4.4%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
28.0 pp
put IV minus call IV
IV butterfly
1.7 pp
front-window smile convexity
Volume / open interest
0.00
67 contracts traded
Normalized net delta
-0.108
option-holder convention
Modeled dealer delta
0.102
opposite-side scenario
Vanna / 100k OI
2,352
volatility-sensitive delta
Charm / 100k OI
973,633
time-decay-sensitive delta
IV surface range
43.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BMO closed 13.3% below its gamma max of 187.71. It is 4.2% below the delta neutral price of 172.62. Total open interest is 19,259, +1.3% 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

← EAT (#1597) RSKD (#1599) →

Questions people ask about BMO

Where is BMO's gamma max today?

As of Oct 2, 2026, the gamma max for BMO is 187.71, +13.3% from the 165.70 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 BMO above or below its delta neutral price?

BMO closed below delta neutral: 165.70 against a delta neutral price of 172.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BMO have?

19,259 contracts of open interest across 156 listed contracts on Oct 2, 2026, +1.3% 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.