Data through close

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

As of close · rank #1152 by open interest · snapshot page

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IBB's nearest-expiration max pain is 210.00 for 2026-10-16, its GEX flip is 195.36, net GEX is 998,646, its put/call open-interest ratio is 1.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
205.29
prev 205.96
Gamma max
222.80
+8.5% from close
Delta neutral
196.45
-4.3% from close
Gamma neutral
195.36
-4.8% from close
Open interest
38,072
+1.4% vs prev
Contracts listed
430
272 calls · 246 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
210.00
+2.3% from close
2026-10-16
GEX flip
195.36
-4.8% from close
Net GEX
998,646
2,623,046 per 100k OI
Call wall
215.00
+4.7% from close
Put wall
200.00
-2.6% from close
Put/call OI
1.10
19,941 puts / 18,131 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
9.1
within trailing 52-week range
Front / back ATM IV
+23.5% / +23.1%
0.4 pp front premium
Expected move
+4.6%
14 DTE · one standard deviation
ATM straddle / spot
+3.3%
front-window midpoint premium
25Δ risk reversal
5.0 pp
put IV minus call IV
IV butterfly
12.3 pp
front-window smile convexity
Volume / open interest
0.02
624 contracts traded
Normalized net delta
0.121
option-holder convention
Modeled dealer delta
-0.120
opposite-side scenario
Vanna / 100k OI
3,194
volatility-sensitive delta
Charm / 100k OI
160,546
time-decay-sensitive delta
IV surface range
39.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IBB closed 8.5% below its gamma max of 222.80. It is 4.3% above the delta neutral price of 196.45. Total open interest is 38,072, +1.4% 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

← RPD (#1151) LESL (#1153) →

Questions people ask about IBB

Where is IBB's gamma max today?

As of Oct 2, 2026, the gamma max for IBB is 222.80, +8.5% from the 205.29 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 IBB above or below its delta neutral price?

IBB closed above delta neutral: 205.29 against a delta neutral price of 196.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IBB have?

38,072 contracts of open interest across 430 listed contracts on Oct 2, 2026, +1.4% 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.