Data through close

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

As of close · rank #1130 by open interest · snapshot page

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MBB's nearest-expiration max pain is 91.00 for 2026-10-16, net GEX is 9,855,509, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
89.22
prev 89.55
Gamma max
91.10
+2.1% from close
Delta neutral
90.07
+1.0% from close
Gamma neutral
89.22
0.0% from close
Open interest
39,343
+22.4% vs prev
Contracts listed
55
26 calls · 29 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
91.00
+2.0% from close
2026-10-16
GEX flip
–
Net GEX
9,855,509
25,050,221 per 100k OI
Call wall
91.00
+2.0% from close
Put wall
91.00
+2.0% from close
Put/call OI
0.49
12,886 puts / 26,457 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
3.6
within trailing 52-week range
Front / back ATM IV
+14.6% / +10.6%
4.0 pp front premium
Expected move
+2.9%
14 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
-1.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
147 contracts traded
Normalized net delta
-0.047
option-holder convention
Modeled dealer delta
0.047
opposite-side scenario
Vanna / 100k OI
2,054
volatility-sensitive delta
Charm / 100k OI
1,632,931
time-decay-sensitive delta
IV surface range
16.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MBB closed 2.1% below its gamma max of 91.10. It is 1.0% below the delta neutral price of 90.07. Total open interest is 39,343, +22.4% 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

← BLSH (#1129) BURL (#1131) →

Questions people ask about MBB

Where is MBB's gamma max today?

As of Oct 2, 2026, the gamma max for MBB is 91.10, +2.1% from the 89.22 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 MBB above or below its delta neutral price?

MBB closed below delta neutral: 89.22 against a delta neutral price of 90.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MBB have?

39,343 contracts of open interest across 55 listed contracts on Oct 2, 2026, +22.4% 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.