Data through close

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

As of close · rank #4047 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

BWAY's nearest-expiration max pain is 12.50 for 2026-10-16, net GEX is 25,478, its put/call open-interest ratio is 0.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.50
prev 12.60
Gamma max
13.79
+10.3% from close
Delta neutral
7.69
-38.5% from close
Gamma neutral
12.50
0.0% from close
Open interest
520
-0.2% vs prev
Contracts listed
21
17 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
12.50
0.0% from close
2026-10-16
GEX flip
–
Net GEX
25,478
4,899,575 per 100k OI
Call wall
15.00
+20.0% from close
Put wall
12.50
0.0% from close
Put/call OI
0.15
69 puts / 451 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
94.9
within trailing 52-week range
Front / back ATM IV
+187.0% / +103.3%
83.7 pp front premium
Expected move
+36.6%
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
0.00
0 contracts traded
Normalized net delta
0.257
option-holder convention
Modeled dealer delta
-0.252
opposite-side scenario
Vanna / 100k OI
1,731
volatility-sensitive delta
Charm / 100k OI
-290,192
time-decay-sensitive delta
IV surface range
114.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BWAY closed 10.3% below its gamma max of 13.79. It is 38.5% above the delta neutral price of 7.69. Total open interest is 520, -0.2% 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

← ATMU (#4046) DEM (#4048) →

Questions people ask about BWAY

Where is BWAY's gamma max today?

As of Oct 2, 2026, the gamma max for BWAY is 13.79, +10.3% from the 12.50 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 BWAY above or below its delta neutral price?

BWAY closed above delta neutral: 12.50 against a delta neutral price of 7.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BWAY have?

520 contracts of open interest across 21 listed contracts on Oct 2, 2026, -0.2% 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.