Data through close

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

As of close · rank #3914 by open interest · snapshot page

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TBBK's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 39.08, net GEX is 55,747, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.81
prev 48.94
Gamma max
50.88
+4.2% from close
Delta neutral
43.92
-10.0% from close
Gamma neutral
39.08
-19.9% from close
Open interest
647
-2.1% vs prev
Contracts listed
45
29 calls · 18 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
45.00
-7.8% from close
2026-10-16
GEX flip
39.08
-19.9% from close
Net GEX
55,747
8,616,234 per 100k OI
Call wall
50.00
+2.4% from close
Put wall
50.00
+2.4% from close
Put/call OI
0.39
180 puts / 467 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
19.8
within trailing 52-week range
Front / back ATM IV
+51.8% / +51.7%
0.0 pp front premium
Expected move
+10.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.18
119 contracts traded
Normalized net delta
0.165
option-holder convention
Modeled dealer delta
-0.165
opposite-side scenario
Vanna / 100k OI
618
volatility-sensitive delta
Charm / 100k OI
-1,453,014
time-decay-sensitive delta
IV surface range
78.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TBBK closed 4.2% below its gamma max of 50.88. It is 10.0% above the delta neutral price of 43.92. Total open interest is 647, -2.1% 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

← OFG (#3913) NBIZ (#3915) →

Questions people ask about TBBK

Where is TBBK's gamma max today?

As of Oct 2, 2026, the gamma max for TBBK is 50.88, +4.2% from the 48.81 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 TBBK above or below its delta neutral price?

TBBK closed above delta neutral: 48.81 against a delta neutral price of 43.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TBBK have?

647 contracts of open interest across 45 listed contracts on Oct 2, 2026, -2.1% 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.