Data through close

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

As of close · rank #4281 by open interest · snapshot page

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THG's nearest-expiration max pain is 220.00 for 2026-10-16, its GEX flip is 163.23, net GEX is 39,301, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
219.43
prev 216.94
Gamma max
230.53
+5.1% from close
Delta neutral
207.74
-5.3% from close
Gamma neutral
163.23
-25.6% from close
Open interest
319
0.0% vs prev
Contracts listed
36
23 calls · 16 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
220.00
+0.3% from close
2026-10-16
GEX flip
163.23
-25.6% from close
Net GEX
39,301
12,320,073 per 100k OI
Call wall
230.00
+4.8% from close
Put wall
220.00
+0.3% from close
Put/call OI
0.53
111 puts / 208 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
5.6
within trailing 52-week range
Front / back ATM IV
+26.1% / +23.2%
3.0 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.1%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
5 contracts traded
Normalized net delta
0.197
option-holder convention
Modeled dealer delta
-0.197
opposite-side scenario
Vanna / 100k OI
940
volatility-sensitive delta
Charm / 100k OI
-315,674
time-decay-sensitive delta
IV surface range
17.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

THG closed 5.1% below its gamma max of 230.53. It is 5.3% above the delta neutral price of 207.74. Total open interest is 319, 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

← CWCO (#4280) UHAL (#4282) →

Questions people ask about THG

Where is THG's gamma max today?

As of Oct 2, 2026, the gamma max for THG is 230.53, +5.1% from the 219.43 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 THG above or below its delta neutral price?

THG closed above delta neutral: 219.43 against a delta neutral price of 207.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does THG have?

319 contracts of open interest across 36 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.