BRUN max pain, gamma exposure (GEX) & options open interest
As of close · rank #606 by open interest · 75 sessions of history since Jun 17, 2026
BRUN's nearest-expiration max pain is 16.00 for 2026-10-09, net GEX is 4,550,279, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 7d expected move +16.8% · smile convexity 14.4 pp · front IV premium -0.8 pp
BRUN closed 12.5% below its gamma max of 18.58. It is 11.4% above the delta neutral price of 14.63. Total open interest is 107,064, -17.4% versus the previous session. Its options catalyst-intensity score is 59.5 out of 100, led by 7d expected move +16.8%, smile convexity 14.4 pp, front IV premium -0.8 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -21,280 contracts · -20.0% |
| Put OI change, 1 session | -1,242 contracts · -5.4% |
| Call minus put OI growth, 1 session | -14.6 pp |
| Call OI change, 5 sessions | -11,216 contracts · -11.6% |
| Put OI change, 5 sessions | +986 contracts · +4.7% |
| Call minus put OI growth, 5 sessions | -16.4 pp |
| Daily call OI change surprise | — (73 prior changes) |
| Daily put OI change surprise | — (73 prior changes) |
| Daily call-minus-put growth surprise | — (73 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 2 completed Day +10 paths · latest Aug 19, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 2 | +4.0% | +3.0% to +4.9% | 100% | – | – |
| Day +2 | 2 | +2.2% | +2.0% to +2.4% | 100% | – | – |
| Day +3 | 2 | +1.5% | -1.9% to +4.9% | 50% | – | – |
| Day +4 | 2 | +13.6% | +6.0% to +21.3% | 50% | – | – |
| Day +5 | 2 | +13.4% | +4.6% to +22.3% | 50% | – | – |
| Day +6 | 2 | +20.9% | +14.7% to +27.1% | 100% | – | – |
| Day +7 | 2 | +10.7% | +0.2% to +21.2% | 50% | – | – |
| Day +8 | 2 | +4.4% | -2.0% to +10.7% | 50% | – | – |
| Day +9 | 2 | -0.5% | -6.0% to +5.1% | 50% | – | – |
| Day +10 | 2 | -0.1% | -6.5% to +6.4% | 50% | – | – |
Crosses above gamma max 2 completed Day +10 paths · latest Aug 12, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 2 | -1.8% | -3.6% to -0.0% | 50% | – | – |
| Day +2 | 2 | -0.7% | -2.8% to +1.4% | 50% | – | – |
| Day +3 | 2 | -2.1% | -4.2% to -0.0% | 50% | – | – |
| Day +4 | 2 | -7.6% | -8.4% to -6.9% | 0% | – | – |
| Day +5 | 2 | -10.5% | -12.4% to -8.6% | 0% | – | – |
| Day +6 | 2 | -9.9% | -11.2% to -8.7% | 0% | – | – |
| Day +7 | 2 | -3.1% | -7.5% to +1.4% | 50% | – | – |
| Day +8 | 2 | -13.7% | -16.3% to -11.2% | 0% | – | – |
| Day +9 | 2 | -14.5% | -15.1% to -13.9% | 0% | – | – |
| Day +10 | 2 | -14.9% | -16.4% to -13.4% | 0% | – | – |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 75 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 6 |
| Prior-year sessions closer to gamma max | 27.0% of 74 |
| Prior-year sessions closer to delta neutral | 62.2% of 74 |
| Open interest percentile (1y) | 71th |
| Daily open interest change versus prior year | – (-22,522 contracts; 73 prior changes) |
| Open interest change, 5 sessions | -8.7% |
| Open interest change, 21 sessions | -1.9% |
| History available | Jun 17, 2026 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 16.68 vs 15.79 (+5.3%)
- closed below delta neutral at 14.57 vs 15.22 (-4.5%)
- closed below gamma max at 19.01 vs 20.50 (-7.8%)
- closed above gamma max at 22.17 vs 19.95 (+10.0%)
- closed below gamma max at 17.19 vs 17.75 (-3.3%)
- closed above gamma max at 20.04 vs 18.92 (+5.6%)
- closed above delta neutral at 19.85 vs 18.61 (+6.2%)
- closed below delta neutral at 28.44 vs 29.08 (-2.2%)
- closed above delta neutral at 32.31 vs 31.51 (+2.5%)
- closed below delta neutral at 31.76 vs 31.80 (-0.1%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/BRUN
Questions people ask about BRUN
Where is BRUN's gamma max today?
As of Oct 2, 2026, the gamma max for BRUN is 18.58, +12.5% from the 16.51 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 BRUN above or below its delta neutral price?
BRUN closed above delta neutral: 16.51 against a delta neutral price of 14.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BRUN have?
107,064 contracts of open interest across 205 listed contracts on Oct 2, 2026, -17.4% 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.