Data through close

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

As of close · rank #1192 by open interest · snapshot page

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BWXT's nearest-expiration max pain is 135.00 for 2026-10-16, its GEX flip is 27.30, net GEX is 499,184, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
134.86
prev 136.79
Gamma max
160.35
+18.9% from close
Delta neutral
131.07
-2.8% from close
Gamma neutral
27.30
-79.8% from close
Open interest
35,328
+1.3% vs prev
Contracts listed
311
195 calls · 141 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
135.00
+0.1% from close
2026-10-16
GEX flip
27.30
-79.8% from close
Net GEX
499,184
1,412,997 per 100k OI
Call wall
135.00
+0.1% from close
Put wall
135.00
+0.1% from close
Put/call OI
0.36
9,404 puts / 25,924 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
11.2
within trailing 52-week range
Front / back ATM IV
+42.7% / +46.1%
-3.4 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
-4.0 pp
put IV minus call IV
IV butterfly
1.4 pp
front-window smile convexity
Volume / open interest
0.07
2,506 contracts traded
Normalized net delta
0.059
option-holder convention
Modeled dealer delta
-0.059
opposite-side scenario
Vanna / 100k OI
538
volatility-sensitive delta
Charm / 100k OI
774,488
time-decay-sensitive delta
IV surface range
35.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BWXT closed 18.9% below its gamma max of 160.35. It is 2.8% above the delta neutral price of 131.07. Total open interest is 35,328, +1.3% 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

← CCC (#1191) AMTM (#1193) →

Questions people ask about BWXT

Where is BWXT's gamma max today?

As of Oct 2, 2026, the gamma max for BWXT is 160.35, +18.9% from the 134.86 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 BWXT above or below its delta neutral price?

BWXT closed above delta neutral: 134.86 against a delta neutral price of 131.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BWXT have?

35,328 contracts of open interest across 311 listed contracts on Oct 2, 2026, +1.3% 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.