Data through close

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

As of close · rank #3843 by open interest · snapshot page

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TFII's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 85.86, net GEX is 54,388, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
118.90
prev 120.55
Gamma max
137.16
+15.4% from close
Delta neutral
109.37
-8.0% from close
Gamma neutral
85.86
-27.8% from close
Open interest
742
0.0% vs prev
Contracts listed
64
46 calls · 21 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
110.00
-7.5% from close
2026-10-16
GEX flip
85.86
-27.8% from close
Net GEX
54,388
7,329,893 per 100k OI
Call wall
140.00
+17.7% from close
Put wall
115.00
-3.3% from close
Put/call OI
0.22
136 puts / 606 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
87.6
within trailing 52-week range
Front / back ATM IV
+37.9% / +37.9%
0.0 pp front premium
Expected move
+7.4%
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
0.06
47 contracts traded
Normalized net delta
0.115
option-holder convention
Modeled dealer delta
-0.115
opposite-side scenario
Vanna / 100k OI
2,426
volatility-sensitive delta
Charm / 100k OI
-3,773,450
time-decay-sensitive delta
IV surface range
111.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TFII closed 15.4% below its gamma max of 137.16. It is 8.0% above the delta neutral price of 109.37. Total open interest is 742, 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

← CTO (#3842) AGYS (#3844) →

Questions people ask about TFII

Where is TFII's gamma max today?

As of Oct 2, 2026, the gamma max for TFII is 137.16, +15.4% from the 118.90 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 TFII above or below its delta neutral price?

TFII closed above delta neutral: 118.90 against a delta neutral price of 109.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TFII have?

742 contracts of open interest across 64 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.