Data through close

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

As of close · rank #1984 by open interest · snapshot page

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KBR's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 29.48, net GEX is 698,260, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.24
prev 35.05
Gamma max
35.43
+3.5% from close
Delta neutral
33.93
-0.9% from close
Gamma neutral
29.48
-13.9% from close
Open interest
11,420
+0.2% vs prev
Contracts listed
84
54 calls · 35 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
35.00
+2.2% from close
2026-10-16
GEX flip
29.48
-13.9% from close
Net GEX
698,260
6,114,365 per 100k OI
Call wall
35.00
+2.2% from close
Put wall
35.00
+2.2% from close
Put/call OI
0.48
3,693 puts / 7,727 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
24.2
within trailing 52-week range
Front / back ATM IV
+35.8% / +43.6%
-7.8 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
-72.0 pp
put IV minus call IV
IV butterfly
-9.9 pp
front-window smile convexity
Volume / open interest
0.00
48 contracts traded
Normalized net delta
0.013
option-holder convention
Modeled dealer delta
-0.013
opposite-side scenario
Vanna / 100k OI
3,739
volatility-sensitive delta
Charm / 100k OI
-723,275
time-decay-sensitive delta
IV surface range
98.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KBR closed 3.5% below its gamma max of 35.43. It is 0.9% above the delta neutral price of 33.93. Total open interest is 11,420, +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

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Neighbours by open interest

← QDEL (#1983) SPCF (#1985) →

Questions people ask about KBR

Where is KBR's gamma max today?

As of Oct 2, 2026, the gamma max for KBR is 35.43, +3.5% from the 34.24 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 KBR above or below its delta neutral price?

KBR closed above delta neutral: 34.24 against a delta neutral price of 33.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KBR have?

11,420 contracts of open interest across 84 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.