British American Tobacco Industries, p.l.c. (BTI) Options — Max Pain, Gamma Exposure (GEX) & Key Levels

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Expiration: Strikes:
Updated at 10/12/2026, 17:19:50
SPOT
$55.68
FORWARD
$55.40
DTE
4d
STM IV
24.5%
DNS SM
-44.70%
IMPLIED MOVE
±5.28% ($2.95)
P/C OI
0.86
CALL OI
2,204
PUT OI
1,897
CALL VOL
530
PUT VOL
88
NET GEX
71.5K
TIMESTAMP
05:24:19 PM
Option Insights
Automated analysis based on options positioning, flow, and volatility structure.
Bullish
+20
−100 · Bearish0 · NeutralBullish · +100
KEY PRICE LEVELS
GAMMA
Positive Gamma Environment
Dealers are long gamma — they buy dips and sell rips, dampening moves. Expect mean-reversion and range-bound trading.
DEALER FLOW
Low Put/Call OI Ratio (0.86)
Call open interest dominates, indicating bullish positioning. Market makers may be short calls, creating upside fuel.
KEY LEVELS
Max Pain @ $55.0
Spot is 1.5% above Max Pain. Gravitational pull may increase as expiry approaches.
KEY LEVELS
Support $55.0 / Resistance $55.0
Put Wall at $55.0 acts as support. Call Wall at $55.0 acts as resistance. Net gamma concentration creates dealer hedging flows at these levels.
VOL STATUS
Expected Move (Straddle-mid): ±5.28% ($2.95)
ATM straddle-mid implies a ±5.28% move by expiry. Range: $52.91 — $58.82
Key Levels
OI concentration panel. Key price levels from dealer gamma positioning.
PUT WALL (SUPPORT)
$55
OI: 1.5K
CALL WALL (RESISTANCE)
$55
OI: 750
MAX PAIN
$55
Expiry magnet
GAMMA FLIP
$54.81
Positive δ
SPOT
$55.68
FORWARD
$55.40
MIN IV PRICE
$50
Cumulative Gamma Exposure
Running sum of net GEX across strikes.
Cum. Call GEXCum. Put GEX
Dealer Gamma Exposure (GEX)
▲ Positive: 71.5K | Put Wall: $55 (1.5K) | Call Wall: $55 (750)
Positive GEXNegative GEX
Greeks Exposure
Net gamma exposure by strike. Positive = dealers short gamma (mean-reversion).
PositiveNegativeNet
Volume Profile
Call and put trading volume by strike.
Call VolumePut Volume
Option Prices After-hrs $55.68 (-0.34%)
Hatched tomorrow-open change — tinted = gain, hollow = decay.
Call MidPut MidGainDecay
Profit Probability
Chance a long call (up) / put (down) finishes past breakeven by expiry.
Call POPPut POP
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