Data through close

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

As of close · rank #1903 by open interest · snapshot page

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TNDM's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 12.83, net GEX is 295,480, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.50
prev 16.50
Gamma max
19.41
+17.7% from close
Delta neutral
14.17
-14.2% from close
Gamma neutral
12.83
-22.2% from close
Open interest
12,677
-0.0% vs prev
Contracts listed
145
98 calls · 58 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
16.00
-3.0% from close
2026-10-16
GEX flip
12.83
-22.2% from close
Net GEX
295,480
2,330,835 per 100k OI
Call wall
19.00
+15.2% from close
Put wall
15.00
-9.1% from close
Put/call OI
0.70
5,237 puts / 7,440 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
16.2
within trailing 52-week range
Front / back ATM IV
+87.4% / +83.3%
4.1 pp front premium
Expected move
+17.1%
14 DTE · one standard deviation
ATM straddle / spot
+14.7%
front-window midpoint premium
25Δ risk reversal
12.4 pp
put IV minus call IV
IV butterfly
3.0 pp
front-window smile convexity
Volume / open interest
0.01
70 contracts traded
Normalized net delta
0.138
option-holder convention
Modeled dealer delta
-0.138
opposite-side scenario
Vanna / 100k OI
4,189
volatility-sensitive delta
Charm / 100k OI
-47,401
time-decay-sensitive delta
IV surface range
62.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TNDM closed 17.7% below its gamma max of 19.41. It is 14.2% above the delta neutral price of 14.17. Total open interest is 12,677, -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

← RCUS (#1902) STEP (#1904) →

Questions people ask about TNDM

Where is TNDM's gamma max today?

As of Oct 2, 2026, the gamma max for TNDM is 19.41, +17.7% from the 16.50 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 TNDM above or below its delta neutral price?

TNDM closed above delta neutral: 16.50 against a delta neutral price of 14.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TNDM have?

12,677 contracts of open interest across 145 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.