Data through close

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

As of close · rank #4193 by open interest · snapshot page

BNDX's nearest-expiration max pain is 48.00 for 2026-10-16, net GEX is 112,907, its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
46.86
prev 46.79
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
386
0.0% vs prev
Contracts listed
18
11 calls · 7 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
48.00
+2.4% from close
2026-10-16
GEX flip
–
Net GEX
112,907
29,250,488 per 100k OI
Call wall
50.00
+6.7% from close
Put wall
47.00
+0.3% from close
Put/call OI
0.03
12 puts / 374 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
4.1
within trailing 52-week range
Front / back ATM IV
+27.4% / +16.4%
10.9 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.322
option-holder convention
Modeled dealer delta
-0.322
opposite-side scenario
Vanna / 100k OI
4,145
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
20.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 386, 0.0% 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 BNDX

Where is BNDX's gamma max today?

No gamma max could be computed for BNDX on Oct 2, 2026. 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 BNDX above or below its delta neutral price?

No delta neutral price was available for BNDX on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BNDX have?

386 contracts of open interest across 18 listed contracts on Oct 2, 2026, 0.0% 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.