Data through close

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

As of close · rank #1146 by open interest · snapshot page

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TAL's nearest-expiration max pain is 12.00 for 2026-10-16, its GEX flip is 9.22, net GEX is 7,526,754, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.06
prev 12.16
Gamma max
12.84
+6.5% from close
Delta neutral
11.29
-6.4% from close
Gamma neutral
9.22
-23.5% from close
Open interest
38,283
+0.1% vs prev
Contracts listed
70
67 calls · 33 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
12.00
-0.5% from close
2026-10-16
GEX flip
9.22
-23.5% from close
Net GEX
7,526,754
19,660,827 per 100k OI
Call wall
13.00
+7.8% from close
Put wall
12.00
-0.5% from close
Put/call OI
0.23
7,033 puts / 31,250 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
42.2
within trailing 52-week range
Front / back ATM IV
+31.6% / +47.5%
-15.9 pp front premium
Expected move
+6.2%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
-11.1 pp
put IV minus call IV
IV butterfly
-11.0 pp
front-window smile convexity
Volume / open interest
0.00
61 contracts traded
Normalized net delta
0.150
option-holder convention
Modeled dealer delta
-0.147
opposite-side scenario
Vanna / 100k OI
2,307
volatility-sensitive delta
Charm / 100k OI
-308,176
time-decay-sensitive delta
IV surface range
36.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TAL closed 6.5% below its gamma max of 12.84. It is 6.4% above the delta neutral price of 11.29. Total open interest is 38,283, +0.1% 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

← PSNL (#1145) FND (#1147) →

Questions people ask about TAL

Where is TAL's gamma max today?

As of Oct 2, 2026, the gamma max for TAL is 12.84, +6.5% from the 12.06 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 TAL above or below its delta neutral price?

TAL closed above delta neutral: 12.06 against a delta neutral price of 11.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TAL have?

38,283 contracts of open interest across 70 listed contracts on Oct 2, 2026, +0.1% 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.