Data through close

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

As of close · rank #3353 by open interest · snapshot page

PBT's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 18.28, net GEX is 104,076, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
31.57
prev 31.31
Gamma max
34.84
+10.4% from close
Delta neutral
26.20
-17.0% from close
Gamma neutral
18.28
-42.1% from close
Open interest
1,657
+1.3% vs prev
Contracts listed
26
22 calls · 13 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
+10.9% from close
2026-10-16
GEX flip
18.28
-42.1% from close
Net GEX
104,076
6,280,990 per 100k OI
Call wall
35.00
+10.9% from close
Put wall
30.00
-5.0% from close
Put/call OI
0.22
297 puts / 1,360 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
22.7
within trailing 52-week range
Front / back ATM IV
+57.0% / +44.5%
12.5 pp front premium
Expected move
+11.2%
14 DTE · one standard deviation
ATM straddle / spot
+16.6%
front-window midpoint premium
25Δ risk reversal
13.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
42 contracts traded
Normalized net delta
0.245
option-holder convention
Modeled dealer delta
-0.213
opposite-side scenario
Vanna / 100k OI
2,716
volatility-sensitive delta
Charm / 100k OI
-77,188
time-decay-sensitive delta
IV surface range
58.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PBT closed 10.4% below its gamma max of 34.84. It is 17.0% above the delta neutral price of 26.20. Total open interest is 1,657, +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

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Neighbours by open interest

Questions people ask about PBT

Where is PBT's gamma max today?

As of Oct 2, 2026, the gamma max for PBT is 34.84, +10.4% from the 31.57 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 PBT above or below its delta neutral price?

PBT closed above delta neutral: 31.57 against a delta neutral price of 26.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PBT have?

1,657 contracts of open interest across 26 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.