Data through close

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

As of close · rank #696 by open interest · snapshot page

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BROS's nearest-expiration max pain is 39.50 for 2026-10-09, its GEX flip is 12.42, net GEX is 2,338,903, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
38.67
prev 38.61
Gamma max
44.31
+14.6% from close
Delta neutral
37.76
-2.3% from close
Gamma neutral
12.42
-67.9% from close
Open interest
87,876
-4.0% vs prev
Contracts listed
480
291 calls · 224 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
39.50
+2.1% from close
2026-10-09
GEX flip
12.42
-67.9% from close
Net GEX
2,338,903
2,661,594 per 100k OI
Call wall
40.00
+3.4% from close
Put wall
40.00
+3.4% from close
Put/call OI
0.39
24,606 puts / 63,270 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
100.0
within trailing 52-week range
Front / back ATM IV
+48.6% / +61.5%
-12.9 pp front premium
Expected move
+6.7%
7 DTE · one standard deviation
ATM straddle / spot
+4.6%
front-window midpoint premium
25Δ risk reversal
7.4 pp
put IV minus call IV
IV butterfly
-0.3 pp
front-window smile convexity
Volume / open interest
0.05
4,583 contracts traded
Normalized net delta
0.044
option-holder convention
Modeled dealer delta
-0.044
opposite-side scenario
Vanna / 100k OI
2,410
volatility-sensitive delta
Charm / 100k OI
-310,208
time-decay-sensitive delta
IV surface range
245.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BROS closed 14.6% below its gamma max of 44.31. It is 2.3% above the delta neutral price of 37.76. Total open interest is 87,876, -4.0% 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

← DOMO (#695) STUB (#697) →

Questions people ask about BROS

Where is BROS's gamma max today?

As of Oct 2, 2026, the gamma max for BROS is 44.31, +14.6% from the 38.67 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 BROS above or below its delta neutral price?

BROS closed above delta neutral: 38.67 against a delta neutral price of 37.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BROS have?

87,876 contracts of open interest across 480 listed contracts on Oct 2, 2026, -4.0% 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.