Data through close

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

As of close · rank #3336 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BNL's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 230,891, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.56
prev 18.25
Gamma max
17.49
-5.8% from close
Delta neutral
13.85
-25.4% from close
Gamma neutral
18.56
0.0% from close
Open interest
1,708
-0.9% vs prev
Contracts listed
22
12 calls · 11 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
20.00
+7.8% from close
2026-10-16
GEX flip
–
Net GEX
230,891
13,518,229 per 100k OI
Call wall
17.50
-5.7% from close
Put wall
20.00
+7.8% from close
Put/call OI
0.12
188 puts / 1,520 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
19.9
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-1.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
0.397
option-holder convention
Modeled dealer delta
-0.397
opposite-side scenario
Vanna / 100k OI
-1,288
volatility-sensitive delta
Charm / 100k OI
-80,796
time-decay-sensitive delta
IV surface range
72.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BNL closed 5.8% above its gamma max of 17.49. It is 25.4% above the delta neutral price of 13.85. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,708, -0.9% 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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← XMAG (#3335) IMTX (#3337) →

Questions people ask about BNL

Where is BNL's gamma max today?

As of Oct 2, 2026, the gamma max for BNL is 17.49, -5.8% from the 18.56 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 BNL above or below its delta neutral price?

BNL closed above delta neutral: 18.56 against a delta neutral price of 13.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BNL have?

1,708 contracts of open interest across 22 listed contracts on Oct 2, 2026, -0.9% 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.