Data through close

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

As of close · rank #4550 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BOND's nearest-expiration max pain is 90.00 for 2026-10-16, net GEX is 11,240, its put/call open-interest ratio is 0.28. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
86.54
prev 86.73
Gamma max
92.67
+7.1% from close
Delta neutral
86.64
+0.1% from close
Gamma neutral
86.54
0.0% from close
Open interest
174
+6.1% vs prev
Contracts listed
27
13 calls · 14 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
90.00
+4.0% from close
2026-10-16
GEX flip
–
Net GEX
11,240
6,459,591 per 100k OI
Call wall
88.00
+1.7% from close
Put wall
85.00
-1.8% from close
Put/call OI
0.28
38 puts / 136 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
9.8
within trailing 52-week range
Front / back ATM IV
+11.4% / +9.1%
2.3 pp front premium
Expected move
+2.2%
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
0.16
27 contracts traded
Normalized net delta
0.034
option-holder convention
Modeled dealer delta
-0.033
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
8.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BOND closed 7.1% below its gamma max of 92.67. It is 0.1% below the delta neutral price of 86.64. Total open interest is 174, +6.1% 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

← BBT (#4549) HYDR (#4551) →

Questions people ask about BOND

Where is BOND's gamma max today?

As of Oct 2, 2026, the gamma max for BOND is 92.67, +7.1% from the 86.54 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 BOND above or below its delta neutral price?

BOND closed below delta neutral: 86.54 against a delta neutral price of 86.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BOND have?

174 contracts of open interest across 27 listed contracts on Oct 2, 2026, +6.1% 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.