Data through close

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

As of close · rank #2343 by open interest · snapshot page

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THO's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 80.73, net GEX is -324,939, its put/call open-interest ratio is 1.66. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
69.55
prev 69.05
Gamma max
113.11
+62.6% from close
Delta neutral
73.08
+5.1% from close
Gamma neutral
80.73
+16.1% from close
Open interest
7,039
+0.1% vs prev
Contracts listed
150
93 calls · 64 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
+7.8% from close
2026-10-16
GEX flip
80.73
+16.1% from close
Net GEX
-324,939
-4,616,272 per 100k OI
Call wall
70.00
+0.6% from close
Put wall
70.00
+0.6% from close
Put/call OI
1.66
4,388 puts / 2,651 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
35.2
within trailing 52-week range
Front / back ATM IV
+39.0% / +38.8%
0.2 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.9%
front-window midpoint premium
25Δ risk reversal
5.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
35 contracts traded
Normalized net delta
-0.083
option-holder convention
Modeled dealer delta
0.083
opposite-side scenario
Vanna / 100k OI
2,273
volatility-sensitive delta
Charm / 100k OI
347,606
time-decay-sensitive delta
IV surface range
78.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

THO closed 62.6% below its gamma max of 113.11. It is 5.1% below the delta neutral price of 73.08. Total open interest is 7,039, +0.1% 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

← SXC (#2342) MUZ (#2344) →

Questions people ask about THO

Where is THO's gamma max today?

As of Oct 2, 2026, the gamma max for THO is 113.11, +62.6% from the 69.55 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 THO above or below its delta neutral price?

THO closed below delta neutral: 69.55 against a delta neutral price of 73.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does THO have?

7,039 contracts of open interest across 150 listed contracts on Oct 2, 2026, +0.1% 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.