Data through close

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

As of close · rank #4121 by open interest · snapshot page

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THD's nearest-expiration max pain is 73.00 for 2026-10-16, its GEX flip is 74.61, net GEX is -12,811, its put/call open-interest ratio is 1.88. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.62
prev 70.69
Gamma max
83.38
+16.4% from close
Delta neutral
72.70
+1.5% from close
Gamma neutral
74.61
+4.2% from close
Open interest
452
0.0% vs prev
Contracts listed
66
29 calls · 37 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
73.00
+1.9% from close
2026-10-16
GEX flip
74.61
+4.2% from close
Net GEX
-12,811
-2,834,359 per 100k OI
Call wall
74.00
+3.3% from close
Put wall
64.00
-10.6% from close
Put/call OI
1.88
295 puts / 157 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
5.0
within trailing 52-week range
Front / back ATM IV
+25.8% / +16.2%
9.6 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
6.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
3 contracts traded
Normalized net delta
-0.016
option-holder convention
Modeled dealer delta
0.016
opposite-side scenario
Vanna / 100k OI
7,301
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
9.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

THD closed 16.4% below its gamma max of 83.38. It is 1.5% below the delta neutral price of 72.70. Total open interest is 452, 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

← BCPC (#4120) MMSI (#4122) →

Questions people ask about THD

Where is THD's gamma max today?

As of Oct 2, 2026, the gamma max for THD is 83.38, +16.4% from the 71.62 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 THD above or below its delta neutral price?

THD closed below delta neutral: 71.62 against a delta neutral price of 72.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does THD have?

452 contracts of open interest across 66 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.