BX Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete BX options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around BX.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

117

Exp: 2026-10-02

Gamma Flip

123.75

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.432

Shows put vs call positioning

IV Skew

1.38

Put–call IV difference

Max Pain Price Volatility

σ = 10.36

medium volatility

Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 60%

Current DPI is -0.77(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 90% confidence

The support levels for BX are at 111.43, 110.20, and 106.16, while the resistance levels are at 113.05, 114.28, and 118.32. The pivot point, a key reference price for traders, is at 117.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is neutral (0.10), pin strength 0.70.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 1 days is 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 112.00, Call: 0.00, Put: 0.95, Straddle Cost: 0.00.

Price moves may extend once a direction forms. The short-term gamma flip is near 123.41 , with intermediate positioning around 123.75 . The mid-term gamma flip remains near 124.31.