Data through close

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

As of close · rank #1484 by open interest · snapshot page

TDAY's nearest-expiration max pain is 7.00 for 2026-10-16, net GEX is 2,277,552, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
7.05
prev 7.06
Gamma max
7.72
+9.5% from close
Delta neutral
4.39
-37.8% from close
Gamma neutral
7.05
0.0% from close
Open interest
22,700
+104.9% vs prev
Contracts listed
46
41 calls · 16 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
7.00
-0.7% from close
2026-10-16
GEX flip
–
Net GEX
2,277,552
10,033,270 per 100k OI
Call wall
8.00
+13.5% from close
Put wall
5.00
-29.1% from close
Put/call OI
0.07
1,504 puts / 21,196 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
6.0
within trailing 52-week range
Front / back ATM IV
+70.9% / +60.0%
10.9 pp front premium
Expected move
+13.9%
14 DTE · one standard deviation
ATM straddle / spot
+10.6%
front-window midpoint premium
25Δ risk reversal
-4.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.14
3,206 contracts traded
Normalized net delta
0.256
option-holder convention
Modeled dealer delta
-0.256
opposite-side scenario
Vanna / 100k OI
5,599
volatility-sensitive delta
Charm / 100k OI
-169,731
time-decay-sensitive delta
IV surface range
234.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TDAY closed 9.5% below its gamma max of 7.72. It is 37.8% above the delta neutral price of 4.39. Total open interest is 22,700, +104.9% 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

Questions people ask about TDAY

Where is TDAY's gamma max today?

As of Oct 2, 2026, the gamma max for TDAY is 7.72, +9.5% from the 7.05 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 TDAY above or below its delta neutral price?

TDAY closed above delta neutral: 7.05 against a delta neutral price of 4.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TDAY have?

22,700 contracts of open interest across 46 listed contracts on Oct 2, 2026, +104.9% 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.