Data through close

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

As of close · rank #927 by open interest · snapshot page

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TMO's nearest-expiration max pain is 650.00 for 2026-10-09, its GEX flip is 634.44, net GEX is 1,546,369, its put/call open-interest ratio is 0.95. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
654.80
prev 652.51
Gamma max
713.30
+8.9% from close
Delta neutral
598.20
-8.6% from close
Gamma neutral
634.44
-3.1% from close
Open interest
56,085
-3.5% vs prev
Contracts listed
787
475 calls · 434 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
650.00
-0.7% from close
2026-10-09
GEX flip
634.44
-3.1% from close
Net GEX
1,546,369
2,757,188 per 100k OI
Call wall
750.00
+14.5% from close
Put wall
655.00
+0.0% from close
Put/call OI
0.95
27,287 puts / 28,798 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
51.0
within trailing 52-week range
Front / back ATM IV
+33.7% / +35.8%
-2.1 pp front premium
Expected move
+4.7%
7 DTE · one standard deviation
ATM straddle / spot
+3.5%
front-window midpoint premium
25Δ risk reversal
-17.4 pp
put IV minus call IV
IV butterfly
-1.5 pp
front-window smile convexity
Volume / open interest
0.07
4,153 contracts traded
Normalized net delta
0.184
option-holder convention
Modeled dealer delta
-0.184
opposite-side scenario
Vanna / 100k OI
704
volatility-sensitive delta
Charm / 100k OI
-673,653
time-decay-sensitive delta
IV surface range
109.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TMO closed 8.9% below its gamma max of 713.30. It is 8.6% above the delta neutral price of 598.20. Total open interest is 56,085, -3.5% 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

← SVM (#926) TSEM (#928) →

Questions people ask about TMO

Where is TMO's gamma max today?

As of Oct 2, 2026, the gamma max for TMO is 713.30, +8.9% from the 654.80 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 TMO above or below its delta neutral price?

TMO closed above delta neutral: 654.80 against a delta neutral price of 598.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TMO have?

56,085 contracts of open interest across 787 listed contracts on Oct 2, 2026, -3.5% 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.