Data through close

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

As of close · rank #1052 by open interest · snapshot page

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BRR's nearest-expiration max pain is 3.50 for 2026-10-09, its GEX flip is 3.10, net GEX is 4,851,862, its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
4.13
prev 4.13
Gamma max
3.71
-10.0% from close
Delta neutral
1.24
-70.0% from close
Gamma neutral
3.10
-24.9% from close
Open interest
44,263
-6.7% vs prev
Contracts listed
33
39 calls · 22 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
3.50
-15.3% from close
2026-10-09
GEX flip
3.10
-24.9% from close
Net GEX
4,851,862
10,961,440 per 100k OI
Call wall
4.00
-3.1% from close
Put wall
2.00
-51.6% from close
Put/call OI
0.03
1,265 puts / 42,998 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
92.3
within trailing 52-week range
Front / back ATM IV
+125.7% / +102.2%
23.5 pp front premium
Expected move
+17.4%
7 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
63.6 pp
put IV minus call IV
IV butterfly
-65.1 pp
front-window smile convexity
Volume / open interest
0.02
1,113 contracts traded
Normalized net delta
0.634
option-holder convention
Modeled dealer delta
-0.629
opposite-side scenario
Vanna / 100k OI
-2,949
volatility-sensitive delta
Charm / 100k OI
-239,400
time-decay-sensitive delta
IV surface range
85.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BRR closed 10.0% above its gamma max of 3.71. It is 70.0% above the delta neutral price of 1.24. Total open interest is 44,263, -6.7% 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

← ANVS (#1051) BBIO (#1053) →

Questions people ask about BRR

Where is BRR's gamma max today?

As of Oct 2, 2026, the gamma max for BRR is 3.71, -10.0% from the 4.13 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 BRR above or below its delta neutral price?

BRR closed above delta neutral: 4.13 against a delta neutral price of 1.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BRR have?

44,263 contracts of open interest across 33 listed contracts on Oct 2, 2026, -6.7% 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.