Data through close

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

As of close · rank #3796 by open interest · snapshot page

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TDY's nearest-expiration max pain is 600.00 for 2026-10-16, its GEX flip is 523.85, net GEX is 114,645, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
617.17
prev 612.70
Gamma max
646.16
+4.7% from close
Delta neutral
569.00
-7.8% from close
Gamma neutral
523.85
-15.1% from close
Open interest
805
+0.2% vs prev
Contracts listed
190
128 calls · 82 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
600.00
-2.8% from close
2026-10-16
GEX flip
523.85
-15.1% from close
Net GEX
114,645
14,241,644 per 100k OI
Call wall
640.00
+3.7% from close
Put wall
600.00
-2.8% from close
Put/call OI
0.33
201 puts / 604 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
0.0
within trailing 52-week range
Front / back ATM IV
+27.0% / +30.6%
-3.6 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
41 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.189
opposite-side scenario
Vanna / 100k OI
248
volatility-sensitive delta
Charm / 100k OI
-2,614,161
time-decay-sensitive delta
IV surface range
17.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TDY closed 4.7% below its gamma max of 646.16. It is 7.8% above the delta neutral price of 569.00. Total open interest is 805, +0.2% 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

← PCRX (#3795) BWMX (#3797) →

Questions people ask about TDY

Where is TDY's gamma max today?

As of Oct 2, 2026, the gamma max for TDY is 646.16, +4.7% from the 617.17 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 TDY above or below its delta neutral price?

TDY closed above delta neutral: 617.17 against a delta neutral price of 569.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TDY have?

805 contracts of open interest across 190 listed contracts on Oct 2, 2026, +0.2% 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.