Data through close

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

As of close · rank #1571 by open interest · snapshot page

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TDW's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 73.58, net GEX is 486,468, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
82.42
prev 82.18
Gamma max
97.42
+18.2% from close
Delta neutral
77.40
-6.1% from close
Gamma neutral
73.58
-10.7% from close
Open interest
20,149
+0.0% vs prev
Contracts listed
103
69 calls · 52 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
85.00
+3.1% from close
2026-10-16
GEX flip
73.58
-10.7% from close
Net GEX
486,468
2,414,351 per 100k OI
Call wall
90.00
+9.2% from close
Put wall
65.00
-21.1% from close
Put/call OI
0.73
8,475 puts / 11,674 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
11.9
within trailing 52-week range
Front / back ATM IV
+40.5% / +50.1%
-9.6 pp front premium
Expected move
+7.9%
14 DTE · one standard deviation
ATM straddle / spot
+6.6%
front-window midpoint premium
25Δ risk reversal
-8.9 pp
put IV minus call IV
IV butterfly
-2.3 pp
front-window smile convexity
Volume / open interest
0.00
22 contracts traded
Normalized net delta
0.124
option-holder convention
Modeled dealer delta
-0.124
opposite-side scenario
Vanna / 100k OI
4,253
volatility-sensitive delta
Charm / 100k OI
72,768
time-decay-sensitive delta
IV surface range
85.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TDW closed 18.2% below its gamma max of 97.42. It is 6.1% above the delta neutral price of 77.40. Total open interest is 20,149, +0.0% 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

← PLCE (#1570) DBRG (#1572) →

Questions people ask about TDW

Where is TDW's gamma max today?

As of Oct 2, 2026, the gamma max for TDW is 97.42, +18.2% from the 82.42 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 TDW above or below its delta neutral price?

TDW closed above delta neutral: 82.42 against a delta neutral price of 77.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TDW have?

20,149 contracts of open interest across 103 listed contracts on Oct 2, 2026, +0.0% 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.