Data through close

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

As of close · rank #4499 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BSV's nearest-expiration max pain is 77.00 for 2026-10-16, net GEX is 156,856, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
76.21
prev 76.30
Gamma max
77.75
+2.0% from close
Delta neutral
75.76
-0.6% from close
Gamma neutral
76.21
0.0% from close
Open interest
197
+1.5% vs prev
Contracts listed
20
13 calls · 7 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
77.00
+1.0% from close
2026-10-16
GEX flip
–
Net GEX
156,856
79,622,327 per 100k OI
Call wall
78.00
+2.3% from close
Put wall
77.00
+1.0% from close
Put/call OI
0.11
20 puts / 177 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
2.4
within trailing 52-week range
Front / back ATM IV
+6.0% / +6.5%
-0.4 pp front premium
Expected move
+1.2%
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
4 contracts traded
Normalized net delta
0.066
option-holder convention
Modeled dealer delta
-0.063
opposite-side scenario
Vanna / 100k OI
1,523
volatility-sensitive delta
Charm / 100k OI
-118,274
time-decay-sensitive delta
IV surface range
5.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BSV closed 2.0% below its gamma max of 77.75. It is 0.6% above the delta neutral price of 75.76. Total open interest is 197, +1.5% 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

← SELF (#4498) FC (#4500) →

Questions people ask about BSV

Where is BSV's gamma max today?

As of Oct 2, 2026, the gamma max for BSV is 77.75, +2.0% from the 76.21 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 BSV above or below its delta neutral price?

BSV closed above delta neutral: 76.21 against a delta neutral price of 75.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BSV have?

197 contracts of open interest across 20 listed contracts on Oct 2, 2026, +1.5% 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.