Data through close

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

As of close · rank #2688 by open interest · snapshot page

TFIN's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 63.72, net GEX is -38,748, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
62.18
prev 61.13
Gamma max
79.98
+28.6% from close
Delta neutral
65.08
+4.7% from close
Gamma neutral
63.72
+2.5% from close
Open interest
4,187
+1.2% vs prev
Contracts listed
54
33 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
60.00
-3.5% from close
2026-10-16
GEX flip
63.72
+2.5% from close
Net GEX
-38,748
-925,427 per 100k OI
Call wall
85.00
+36.7% from close
Put wall
55.00
-11.5% from close
Put/call OI
0.75
1,790 puts / 2,397 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
10.7
within trailing 52-week range
Front / back ATM IV
+44.5% / +43.2%
1.2 pp front premium
Expected move
+8.7%
14 DTE · one standard deviation
ATM straddle / spot
+13.2%
front-window midpoint premium
25Δ risk reversal
8.8 pp
put IV minus call IV
IV butterfly
-3.2 pp
front-window smile convexity
Volume / open interest
0.01
40 contracts traded
Normalized net delta
-0.057
option-holder convention
Modeled dealer delta
0.057
opposite-side scenario
Vanna / 100k OI
4,490
volatility-sensitive delta
Charm / 100k OI
704,824
time-decay-sensitive delta
IV surface range
111.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TFIN closed 28.6% below its gamma max of 79.98. It is 4.7% below the delta neutral price of 65.08. Total open interest is 4,187, +1.2% 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

Questions people ask about TFIN

Where is TFIN's gamma max today?

As of Oct 2, 2026, the gamma max for TFIN is 79.98, +28.6% from the 62.18 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 TFIN above or below its delta neutral price?

TFIN closed below delta neutral: 62.18 against a delta neutral price of 65.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TFIN have?

4,187 contracts of open interest across 54 listed contracts on Oct 2, 2026, +1.2% 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.