Data through close

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

As of close · rank #2481 by open interest · snapshot page

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TDG's nearest-expiration max pain is 1,130.00 for 2026-10-16, its GEX flip is 1,071.14, net GEX is 205,866, its put/call open-interest ratio is 0.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
1,090.38
prev 1,097.24
Gamma max
1,185.44
+8.7% from close
Delta neutral
1,105.99
+1.4% from close
Gamma neutral
1,071.14
-1.8% from close
Open interest
5,761
+1.1% vs prev
Contracts listed
335
206 calls · 151 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
1,130.00
+3.6% from close
2026-10-16
GEX flip
1,071.14
-1.8% from close
Net GEX
205,866
3,573,440 per 100k OI
Call wall
1,160.00
+6.4% from close
Put wall
1,000.00
-8.3% from close
Put/call OI
0.63
2,232 puts / 3,529 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
5.0
within trailing 52-week range
Front / back ATM IV
+29.4% / +33.2%
-3.9 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
1.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
37 contracts traded
Normalized net delta
-0.028
option-holder convention
Modeled dealer delta
0.028
opposite-side scenario
Vanna / 100k OI
1,684
volatility-sensitive delta
Charm / 100k OI
216,091
time-decay-sensitive delta
IV surface range
32.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TDG closed 8.7% below its gamma max of 1,185.44. It is 1.4% below the delta neutral price of 1,105.99. Total open interest is 5,761, +1.1% 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

← SPAX (#2480) OSIS (#2482) →

Questions people ask about TDG

Where is TDG's gamma max today?

As of Oct 2, 2026, the gamma max for TDG is 1,185.44, +8.7% from the 1,090.38 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 TDG above or below its delta neutral price?

TDG closed below delta neutral: 1,090.38 against a delta neutral price of 1,105.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TDG have?

5,761 contracts of open interest across 335 listed contracts on Oct 2, 2026, +1.1% 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.