Data through close

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

As of close · rank #4105 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BRC's nearest-expiration max pain is 90.00 for 2026-10-16, net GEX is 73,931, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.78
prev 84.14
Gamma max
89.66
+5.8% from close
Delta neutral
83.40
-1.6% from close
Gamma neutral
84.78
0.0% from close
Open interest
460
-1.9% vs prev
Contracts listed
23
18 calls · 8 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
+6.2% from close
2026-10-16
GEX flip
–
Net GEX
73,931
16,072,060 per 100k OI
Call wall
90.00
+6.2% from close
Put wall
90.00
+6.2% from close
Put/call OI
0.55
163 puts / 297 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
17.6
within trailing 52-week range
Front / back ATM IV
+28.2% / +29.6%
-1.4 pp front premium
Expected move
+5.5%
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
0.02
8 contracts traded
Normalized net delta
0.051
option-holder convention
Modeled dealer delta
-0.050
opposite-side scenario
Vanna / 100k OI
1,957
volatility-sensitive delta
Charm / 100k OI
-420,217
time-decay-sensitive delta
IV surface range
10.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BRC closed 5.8% below its gamma max of 89.66. It is 1.6% above the delta neutral price of 83.40. Total open interest is 460, -1.9% 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

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In today's screens

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Neighbours by open interest

← FLTR (#4104) DAO (#4106) →

Questions people ask about BRC

Where is BRC's gamma max today?

As of Oct 2, 2026, the gamma max for BRC is 89.66, +5.8% from the 84.78 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 BRC above or below its delta neutral price?

BRC closed above delta neutral: 84.78 against a delta neutral price of 83.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BRC have?

460 contracts of open interest across 23 listed contracts on Oct 2, 2026, -1.9% 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.