Data through close

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

As of close · rank #973 by open interest · snapshot page

BOIL's nearest-expiration max pain is 20.00 for 2026-10-09, its GEX flip is 17.39, net GEX is 1,057,459, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.91
prev 18.84
Gamma max
22.47
+12.9% from close
Delta neutral
18.95
-4.8% from close
Gamma neutral
17.39
-12.7% from close
Open interest
52,350
-23.4% vs prev
Contracts listed
474
264 calls · 238 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
+0.5% from close
2026-10-09
GEX flip
17.39
-12.7% from close
Net GEX
1,057,459
2,019,979 per 100k OI
Call wall
19.00
-4.6% from close
Put wall
18.00
-9.6% from close
Put/call OI
0.58
19,229 puts / 33,121 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
40.8
within trailing 52-week range
Front / back ATM IV
+87.8% / +90.3%
-2.5 pp front premium
Expected move
+12.2%
7 DTE · one standard deviation
ATM straddle / spot
+9.2%
front-window midpoint premium
25Δ risk reversal
-11.3 pp
put IV minus call IV
IV butterfly
-3.8 pp
front-window smile convexity
Volume / open interest
0.21
15,375 contracts traded
Normalized net delta
0.057
option-holder convention
Modeled dealer delta
-0.054
opposite-side scenario
Vanna / 100k OI
637
volatility-sensitive delta
Charm / 100k OI
-95,116
time-decay-sensitive delta
IV surface range
97.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BOIL closed 12.9% below its gamma max of 22.47. It is 4.8% above the delta neutral price of 18.95. Total open interest is 52,350, -23.4% 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

Neighbours by open interest

Questions people ask about BOIL

Where is BOIL's gamma max today?

As of Oct 2, 2026, the gamma max for BOIL is 22.47, +12.9% from the 19.91 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 BOIL above or below its delta neutral price?

BOIL closed above delta neutral: 19.91 against a delta neutral price of 18.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BOIL have?

52,350 contracts of open interest across 474 listed contracts on Oct 2, 2026, -23.4% 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.