Data through close

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

As of close · rank #4094 by open interest · snapshot page

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TFX's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 103.82, net GEX is 50,880, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
124.12
prev 126.11
Gamma max
138.01
+11.2% from close
Delta neutral
116.98
-5.8% from close
Gamma neutral
103.82
-16.4% from close
Open interest
475
+0.2% vs prev
Contracts listed
44
26 calls · 18 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
130.00
+4.7% from close
2026-10-16
GEX flip
103.82
-16.4% from close
Net GEX
50,880
10,711,557 per 100k OI
Call wall
140.00
+12.8% from close
Put wall
110.00
-11.4% from close
Put/call OI
0.16
67 puts / 408 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
20.3
within trailing 52-week range
Front / back ATM IV
+39.2% / +43.7%
-4.6 pp front premium
Expected move
+7.7%
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
0.01
7 contracts traded
Normalized net delta
0.061
option-holder convention
Modeled dealer delta
-0.061
opposite-side scenario
Vanna / 100k OI
1,053
volatility-sensitive delta
Charm / 100k OI
-1,213,474
time-decay-sensitive delta
IV surface range
86.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TFX closed 11.2% below its gamma max of 138.01. It is 5.8% above the delta neutral price of 116.98. Total open interest is 475, +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

← OGS (#4093) OPBK (#4095) →

Questions people ask about TFX

Where is TFX's gamma max today?

As of Oct 2, 2026, the gamma max for TFX is 138.01, +11.2% from the 124.12 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 TFX above or below its delta neutral price?

TFX closed above delta neutral: 124.12 against a delta neutral price of 116.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TFX have?

475 contracts of open interest across 44 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.