Data through close

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

As of close · rank #1131 by open interest · snapshot page

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BURL's nearest-expiration max pain is 262.50 for 2026-10-09, its GEX flip is 279.13, net GEX is -339,443, its put/call open-interest ratio is 1.82. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
275.34
prev 275.32
Gamma max
312.62
+13.5% from close
Delta neutral
265.12
-3.7% from close
Gamma neutral
279.13
+1.4% from close
Open interest
39,341
-20.3% vs prev
Contracts listed
479
329 calls · 228 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
262.50
-4.7% from close
2026-10-09
GEX flip
279.13
+1.4% from close
Net GEX
-339,443
-862,822 per 100k OI
Call wall
260.00
-5.6% from close
Put wall
260.00
-5.6% from close
Put/call OI
1.82
25,367 puts / 13,974 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
+40.8% / +40.6%
0.2 pp front premium
Expected move
+5.7%
7 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
-41.1 pp
put IV minus call IV
IV butterfly
2.6 pp
front-window smile convexity
Volume / open interest
0.13
6,798 contracts traded
Normalized net delta
-0.063
option-holder convention
Modeled dealer delta
0.063
opposite-side scenario
Vanna / 100k OI
1,502
volatility-sensitive delta
Charm / 100k OI
-976,980
time-decay-sensitive delta
IV surface range
111.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BURL closed 13.5% below its gamma max of 312.62. It is 3.7% above the delta neutral price of 265.12. Total open interest is 39,341, -20.3% 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

← MBB (#1130) HUBS (#1132) →

Questions people ask about BURL

Where is BURL's gamma max today?

As of Oct 2, 2026, the gamma max for BURL is 312.62, +13.5% from the 275.34 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 BURL above or below its delta neutral price?

BURL closed above delta neutral: 275.34 against a delta neutral price of 265.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BURL have?

39,341 contracts of open interest across 479 listed contracts on Oct 2, 2026, -20.3% 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.