Data through close

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

As of close · rank #1803 by open interest · snapshot page

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TFPM's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 31.88, net GEX is -818,666, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.61
prev 30.44
Gamma max
35.62
+16.4% from close
Delta neutral
30.23
-1.2% from close
Gamma neutral
31.88
+4.1% from close
Open interest
14,492
+8.2% vs prev
Contracts listed
42
29 calls · 22 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
30.00
-2.0% from close
2026-10-16
GEX flip
31.88
+4.1% from close
Net GEX
-818,666
-5,649,089 per 100k OI
Call wall
35.00
+14.3% from close
Put wall
30.00
-2.0% from close
Put/call OI
0.58
5,292 puts / 9,200 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
38.3
within trailing 52-week range
Front / back ATM IV
+36.6% / +41.8%
-5.1 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
-4.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
805 contracts traded
Normalized net delta
0.048
option-holder convention
Modeled dealer delta
-0.048
opposite-side scenario
Vanna / 100k OI
1,911
volatility-sensitive delta
Charm / 100k OI
660,868
time-decay-sensitive delta
IV surface range
127.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TFPM closed 16.4% below its gamma max of 35.62. It is 1.2% above the delta neutral price of 30.23. Total open interest is 14,492, +8.2% 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

← WPC (#1802) CNP (#1804) →

Questions people ask about TFPM

Where is TFPM's gamma max today?

As of Oct 2, 2026, the gamma max for TFPM is 35.62, +16.4% from the 30.61 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 TFPM above or below its delta neutral price?

TFPM closed above delta neutral: 30.61 against a delta neutral price of 30.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TFPM have?

14,492 contracts of open interest across 42 listed contracts on Oct 2, 2026, +8.2% 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.