Barrick Mining (B) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $30 | $468,127 |
| $33 | -$729,370 |
| $35 | $2,396,812 |
| $36 | -$511,128 |
| $37 | -$1,898,652 |
| $38 | -$830,063 |
| $44 | $318,671 |
| $45 | $497,091 |
| $47 | $328,251 |
| $50 | $1,410,927 |
| $55 | $573,870 |
| $60 | $568,546 |
B session snapshot
Bullflow recorded 5 B options trades on Monday, October 26, 2026, totaling $306,185 in premium. Calls made up $52.27K (17.1%) across 3 trades and puts $253.92K (82.9%) across 2 trades, a put/call premium ratio of 4.86.
3 trades were sweeps and 2 were blocks. 1 filled at or above the ask, 4 at or below the bid and 0 at the mid. The largest was a $141,600 block of 600 Mar 19, 2027 $35 Put trade at 10:16:13 ET, filled at the ask.
B closed at $38.24, up 0.26% from the prior close. Net gamma exposure was $2.85M per 1% move at the Oct 26, 2026, 15:59:13 ET snapshot; the largest positive GEX strike was $35.
- Company
- Barrick Mining Corporation
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $38.24
B options flow statistics
- Total premium
- $306.19K
- Recorded trades
- 5
- Call premium
- $52.27K
- Put premium
- $253.92K
- Put/call premium ratio
- 4.86
- Avg premium per trade
- $61.24K
- Calls / puts (trades)
- 3 / 2
- Sweeps / blocks
- 3 / 2
- At or above ask
- 1
- At or below bid
- 4
- Largest trade
- $141.60K
- Last trade
Where the premium went
in calls
$306.19K · 5 trades
Premium
Trade type
Fill side
B largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| B Mar 19, 2027 $35 | Put | $141,600 | 600 | Ask | Block | |
| B Jan 21, 2028 $45 | Put | $112,320 | 108 | Bid | Sweep | |
| B Oct 30, 2026 $37.50 | Call | $21,463 | 169 | Bid | Sweep | |
| B Mar 19, 2027 $65 | Call | $19,474 | 1,391 | Bid | Sweep | |
| B Oct 30, 2026 $39 | Call | $11,328 | 236 | Bid | Block |
Each of the 5 largest trades had a different contract.
The 5 largest trades total $306.19K of $306.19K
B gamma exposure
- Spot at snapshot
- $38.23
- Net GEX per 1% move
- $2.85M
- Largest positive strike
- $35
- Largest negative strike
- $37
Closing snapshot , 59 strikes across 14 expirations (Unavailable to Unavailable).
B options flow questions
What was the largest B options trade on October 26, 2026?
A $141,600 block of 600 B Mar 19, 2027 $35 Put trade at 10:16:13 ET, filled at the ask. It was the largest of 5 trades Bullflow recorded for B that session.
How much B options premium traded on October 26, 2026?
$306,185 across 5 recorded sweeps and blocks: $52,265 in calls (3 trades) and $253,920 in puts (2 trades).
Was B options flow bullish or bearish on October 26, 2026?
Calls were 17.1% of premium (put/call premium ratio 4.86). 4 of 5 trades filled at or below the bid and 1 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are B's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:13 ET, spot $38.23), B net GEX was $2.85M per 1% move. The largest positive GEX strike was $35. The largest negative GEX strike was $37. The snapshot covers 59 strikes and 14 expirations.
How often is B options flow data updated?
The page shows a completed session (October 26, 2026, last trade 15:25:53 ET) and updates after the next trading day becomes historical. Intraday B flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.