Data through close

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

As of close · rank #2488 by open interest · snapshot page

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BRZU's nearest-expiration max pain is 90.00 for 2026-10-16, its GEX flip is 102.07, net GEX is 8,755, its put/call open-interest ratio is 1.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
105.77
prev 100.20
Gamma max
131.55
+24.4% from close
Delta neutral
93.85
-11.3% from close
Gamma neutral
102.07
-3.5% from close
Open interest
5,697
+0.1% vs prev
Contracts listed
123
87 calls · 51 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
-14.9% from close
2026-10-16
GEX flip
102.07
-3.5% from close
Net GEX
8,755
153,672 per 100k OI
Call wall
90.00
-14.9% from close
Put wall
75.00
-29.1% from close
Put/call OI
1.48
3,403 puts / 2,294 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
24.9
within trailing 52-week range
Front / back ATM IV
+104.9% / +88.7%
16.3 pp front premium
Expected move
+20.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
13.5 pp
put IV minus call IV
IV butterfly
0.9 pp
front-window smile convexity
Volume / open interest
0.03
196 contracts traded
Normalized net delta
0.116
option-holder convention
Modeled dealer delta
-0.115
opposite-side scenario
Vanna / 100k OI
4,283
volatility-sensitive delta
Charm / 100k OI
-2,766,175
time-decay-sensitive delta
IV surface range
71.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BRZU closed 24.4% below its gamma max of 131.55. It is 11.3% above the delta neutral price of 93.85. Total open interest is 5,697, +0.1% 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

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Neighbours by open interest

← BV (#2487) SPT (#2489) →

Questions people ask about BRZU

Where is BRZU's gamma max today?

As of Oct 2, 2026, the gamma max for BRZU is 131.55, +24.4% from the 105.77 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 BRZU above or below its delta neutral price?

BRZU closed above delta neutral: 105.77 against a delta neutral price of 93.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BRZU have?

5,697 contracts of open interest across 123 listed contracts on Oct 2, 2026, +0.1% 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.