Data through close

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

As of close · rank #3867 by open interest · snapshot page

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IBP's nearest-expiration max pain is 200.00 for 2026-10-16, its GEX flip is 230.16, net GEX is -58,606, its put/call open-interest ratio is 1.76. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
193.00
prev 192.70
Gamma max
369.91
+91.7% from close
Delta neutral
219.91
+13.9% from close
Gamma neutral
230.16
+19.3% from close
Open interest
713
+0.1% vs prev
Contracts listed
82
44 calls · 42 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
200.00
+3.6% from close
2026-10-16
GEX flip
230.16
+19.3% from close
Net GEX
-58,606
-8,219,620 per 100k OI
Call wall
200.00
+3.6% from close
Put wall
185.00
-4.1% from close
Put/call OI
1.76
455 puts / 258 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
2.7
within trailing 52-week range
Front / back ATM IV
+48.2% / +54.4%
-6.2 pp front premium
Expected move
+9.4%
14 DTE · one standard deviation
ATM straddle / spot
+7.7%
front-window midpoint premium
25Δ risk reversal
-19.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
9 contracts traded
Normalized net delta
-0.231
option-holder convention
Modeled dealer delta
0.231
opposite-side scenario
Vanna / 100k OI
-982
volatility-sensitive delta
Charm / 100k OI
1,459,046
time-decay-sensitive delta
IV surface range
39.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IBP closed 91.7% below its gamma max of 369.91. It is 13.9% below the delta neutral price of 219.91. Total open interest is 713, +0.1% 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

← ASB (#3866) COIW (#3868) →

Questions people ask about IBP

Where is IBP's gamma max today?

As of Oct 2, 2026, the gamma max for IBP is 369.91, +91.7% from the 193.00 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 IBP above or below its delta neutral price?

IBP closed below delta neutral: 193.00 against a delta neutral price of 219.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IBP have?

713 contracts of open interest across 82 listed contracts on Oct 2, 2026, +0.1% 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.