Data through close

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

As of close · rank #1767 by open interest · snapshot page

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TEN's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 36.00, net GEX is 579,214, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
50.05
prev 48.98
Gamma max
53.88
+7.7% from close
Delta neutral
45.16
-9.8% from close
Gamma neutral
36.00
-28.1% from close
Open interest
15,237
+0.3% vs prev
Contracts listed
56
45 calls · 35 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
50.00
-0.1% from close
2026-10-16
GEX flip
36.00
-28.1% from close
Net GEX
579,214
3,801,362 per 100k OI
Call wall
50.00
-0.1% from close
Put wall
50.00
-0.1% from close
Put/call OI
0.49
5,040 puts / 10,197 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
+44.8% / +45.7%
-0.9 pp front premium
Expected move
+8.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.7%
front-window midpoint premium
25Δ risk reversal
2.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
106 contracts traded
Normalized net delta
0.284
option-holder convention
Modeled dealer delta
-0.240
opposite-side scenario
Vanna / 100k OI
1,017
volatility-sensitive delta
Charm / 100k OI
-135,703
time-decay-sensitive delta
IV surface range
55.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TEN closed 7.7% below its gamma max of 53.88. It is 9.8% above the delta neutral price of 45.16. Total open interest is 15,237, +0.3% 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

Neighbours by open interest

← WB (#1766) RGEN (#1768) →

Questions people ask about TEN

Where is TEN's gamma max today?

As of Oct 2, 2026, the gamma max for TEN is 53.88, +7.7% from the 50.05 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 TEN above or below its delta neutral price?

TEN closed above delta neutral: 50.05 against a delta neutral price of 45.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TEN have?

15,237 contracts of open interest across 56 listed contracts on Oct 2, 2026, +0.3% 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.