Data through close

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

As of close · rank #4855 by open interest · snapshot page

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THFF's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 72.54, net GEX is 1,020, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.99
prev 73.99
Gamma max
83.59
+11.5% from close
Delta neutral
73.96
-1.4% from close
Gamma neutral
72.54
-3.3% from close
Open interest
74
0.0% vs prev
Contracts listed
27
16 calls · 13 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
75.00
+0.0% from close
2026-10-16
GEX flip
72.54
-3.3% from close
Net GEX
1,020
1,378,649 per 100k OI
Call wall
80.00
+6.7% from close
Put wall
75.00
+0.0% from close
Put/call OI
0.85
34 puts / 40 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
8.1
within trailing 52-week range
Front / back ATM IV
+26.1% / +29.7%
-3.6 pp front premium
Expected move
+5.1%
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
0.00
0 contracts traded
Normalized net delta
0.059
option-holder convention
Modeled dealer delta
-0.059
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
– pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

THFF closed 11.5% below its gamma max of 83.59. It is 1.4% above the delta neutral price of 73.96. Total open interest is 74, 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

Neighbours by open interest

← SPMD (#4854) CHT (#4856) →

Questions people ask about THFF

Where is THFF's gamma max today?

As of Oct 2, 2026, the gamma max for THFF is 83.59, +11.5% from the 74.99 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 THFF above or below its delta neutral price?

THFF closed above delta neutral: 74.99 against a delta neutral price of 73.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does THFF have?

74 contracts of open interest across 27 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.