Data through close

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

As of close · rank #1092 by open interest · snapshot page

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TAN's nearest-expiration max pain is 49.00 for 2026-10-16, its GEX flip is 42.13, net GEX is 345,531, its put/call open-interest ratio is 0.84. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.05
prev 43.07
Gamma max
53.69
+21.9% from close
Delta neutral
44.67
+1.4% from close
Gamma neutral
42.13
-4.4% from close
Open interest
41,797
+0.5% vs prev
Contracts listed
355
237 calls · 147 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
49.00
+11.2% from close
2026-10-16
GEX flip
42.13
-4.4% from close
Net GEX
345,531
826,688 per 100k OI
Call wall
47.00
+6.7% from close
Put wall
49.00
+11.2% from close
Put/call OI
0.84
19,100 puts / 22,697 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
19.7
within trailing 52-week range
Front / back ATM IV
+40.0% / +40.7%
-0.7 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.1%
front-window midpoint premium
25Δ risk reversal
-78.2 pp
put IV minus call IV
IV butterfly
-0.3 pp
front-window smile convexity
Volume / open interest
0.06
2,584 contracts traded
Normalized net delta
0.000
option-holder convention
Modeled dealer delta
-0.000
opposite-side scenario
Vanna / 100k OI
3,369
volatility-sensitive delta
Charm / 100k OI
173,737
time-decay-sensitive delta
IV surface range
114.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TAN closed 21.9% below its gamma max of 53.69. It is 1.4% below the delta neutral price of 44.67. Total open interest is 41,797, +0.5% 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

← NNOX (#1091) AUPH (#1093) →

Questions people ask about TAN

Where is TAN's gamma max today?

As of Oct 2, 2026, the gamma max for TAN is 53.69, +21.9% from the 44.05 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 TAN above or below its delta neutral price?

TAN closed below delta neutral: 44.05 against a delta neutral price of 44.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TAN have?

41,797 contracts of open interest across 355 listed contracts on Oct 2, 2026, +0.5% 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.