BNY max pain, gamma exposure (GEX) & options open interest
As of close · rank #560 by open interest · 75 sessions of history since Jun 17, 2026
BNY's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 172.22, net GEX is -9,284,122, its put/call open-interest ratio is 1.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: front IV premium 5.7 pp · 25Δ risk reversal -137.0 pp
BNY closed 24.3% below its gamma max of 180.74. It is 6.8% below the delta neutral price of 155.35. Total open interest is 126,344, +0.7% versus the previous session. Its options catalyst-intensity score is 52.0 out of 100, led by front IV premium 5.7 pp, 25Δ risk reversal -137.0 pp. 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.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +603 contracts · +1.4% |
| Put OI change, 1 session | +215 contracts · +0.3% |
| Call minus put OI growth, 1 session | +1.1 pp |
| Call OI change, 5 sessions | +1,501 contracts · +3.4% |
| Put OI change, 5 sessions | +590 contracts · +0.7% |
| Call minus put OI growth, 5 sessions | +2.7 pp |
| Daily call OI change surprise | — (73 prior changes) |
| Daily put OI change surprise | — (73 prior changes) |
| Daily call-minus-put growth surprise | — (73 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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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 3 completed Day +10 paths · latest Sep 15, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 3 | -0.8% | -1.7% to +0.8% | 33% | – | – |
| Day +2 | 3 | -1.1% | -2.6% to +1.1% | 33% | – | – |
| Day +3 | 3 | -0.6% | -1.9% to +1.2% | 33% | – | – |
| Day +4 | 3 | -0.5% | -0.8% to +0.9% | 33% | – | – |
| Day +5 | 3 | -0.2% | -1.5% to +1.2% | 33% | – | – |
| Day +6 | 3 | -0.5% | -1.9% to +0.6% | 33% | – | – |
| Day +7 | 3 | -1.0% | -2.0% to +0.1% | 33% | – | – |
| Day +8 | 3 | -0.9% | -1.9% to +0.7% | 33% | – | – |
| Day +9 | 3 | -1.6% | -2.8% to +1.0% | 33% | – | – |
| Day +10 | 3 | -2.1% | -3.5% to +1.0% | 33% | – | – |
Crosses above gamma max 3 completed Day +10 paths · latest Aug 24, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 3 | +0.8% | +0.3% to +0.9% | 67% | – | – |
| Day +2 | 3 | +0.6% | -1.1% to +1.8% | 67% | – | – |
| Day +3 | 3 | +0.1% | -2.1% to +2.1% | 67% | – | – |
| Day +4 | 3 | +0.2% | -1.6% to +2.0% | 67% | – | – |
| Day +5 | 3 | -0.5% | -0.9% to +1.3% | 33% | – | – |
| Day +6 | 3 | -0.4% | -0.7% to +1.5% | 33% | – | – |
| Day +7 | 3 | -0.1% | -0.4% to +1.3% | 33% | – | – |
| Day +8 | 3 | +1.4% | +0.1% to +1.7% | 67% | – | – |
| Day +9 | 3 | +1.7% | +0.3% to +2.4% | 67% | – | – |
| Day +10 | 3 | +0.4% | -0.7% to +2.5% | 67% | – | – |
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 75 sessions
| Sessions closed above gamma max | 23% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 1 |
| Prior-year sessions closer to gamma max | 85.1% of 74 |
| Prior-year sessions closer to delta neutral | 81.1% of 74 |
| Open interest percentile (1y) | 37th |
| Daily open interest change versus prior year | – (818 contracts; 73 prior changes) |
| Open interest change, 5 sessions | +1.7% |
| Open interest change, 21 sessions | -17.7% |
| History available | Jun 17, 2026 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 154.67 vs 155.30 (-0.4%)
- closed below gamma max at 154.67 vs 155.41 (-0.5%)
- closed above gamma max at 162.14 vs 160.24 (+1.2%)
- closed below gamma max at 158.49 vs 158.63 (-0.1%)
- closed above gamma max at 157.24 vs 156.60 (+0.4%)
- closed below gamma max at 163.93 vs 164.51 (-0.4%)
- closed above gamma max at 164.27 vs 160.52 (+2.3%)
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/BNY
Questions people ask about BNY
Where is BNY's gamma max today?
As of Oct 2, 2026, the gamma max for BNY is 180.74, +24.3% from the 145.40 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 BNY above or below its delta neutral price?
BNY closed below delta neutral: 145.40 against a delta neutral price of 155.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BNY have?
126,344 contracts of open interest across 291 listed contracts on Oct 2, 2026, +0.7% 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.