TOST max pain, gamma exposure (GEX) & options open interest
As of close · rank #311 by open interest · 1,186 sessions of history since Sep 29, 2021
TOST's nearest-expiration max pain is 30.00 for 2026-10-09, its GEX flip is 28.67, net GEX is 3,181,707, its put/call open-interest ratio is 0.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100
TOST closed 24.4% below its gamma max of 37.07. It is 2.2% above the delta neutral price of 29.13. Total open interest is 286,880, -2.3% versus the previous session. Its options catalyst-intensity score is 42.9 out of 100, led by IV rank 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -1,949 contracts · -1.1% |
| Put OI change, 1 session | -4,802 contracts · -4.1% |
| Call minus put OI growth, 1 session | +3.0 pp |
| Call OI change, 5 sessions | +2,990 contracts · +1.7% |
| Put OI change, 5 sessions | -2,342 contracts · -2.1% |
| Call minus put OI growth, 5 sessions | +3.8 pp |
| Daily call OI change surprise | -0.14σ (252 prior changes) |
| Daily put OI change surprise | -0.61σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.85σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 37 completed Day +10 paths · latest Jul 30, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | 0.0% | -1.9% to +1.2% | 49% | -1.1% to +0.4% | 0.0% |
| Day +2 | 37 | +0.0% | -2.6% to +1.8% | 51% | -0.7% to +1.3% | 0.0% |
| Day +3 | 37 | +0.1% | -2.9% to +2.5% | 51% | -1.4% to +1.7% | 0.0% |
| Day +4 | 37 | +0.3% | -3.0% to +1.7% | 54% | -1.7% to +1.0% | 0.0% |
| Day +5 | 37 | +1.1% | -4.9% to +3.4% | 62% | -0.9% to +2.2% | 0.0% |
| Day +6 | 37 | +2.1% | -3.4% to +4.9% | 57% | -1.4% to +3.1% | 0.0% |
| Day +7 | 37 | +0.6% | -2.8% to +5.0% | 57% | -0.8% to +2.9% | 0.0% |
| Day +8 | 37 | +1.4% | -3.3% to +6.2% | 59% | -0.4% to +2.9% | 0.0% |
| Day +9 | 37 | +1.2% | -6.4% to +5.9% | 57% | -2.8% to +3.7% | 0.0% |
| Day +10 | 37 | +0.9% | -5.9% to +7.3% | 57% | -3.6% to +3.9% | 0.0% |
Crosses below gamma max 34 completed Day +10 paths · latest Jul 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 34 | -0.4% | -2.0% to +1.4% | 47% | -1.1% to +0.9% | 0.0% |
| Day +2 | 34 | +0.0% | -3.2% to +2.1% | 50% | -2.5% to +1.6% | 0.0% |
| Day +3 | 34 | +0.9% | -2.8% to +3.1% | 56% | -1.5% to +2.3% | 0.0% |
| Day +4 | 34 | +0.4% | -2.7% to +2.9% | 53% | -2.0% to +2.5% | 0.0% |
| Day +5 | 34 | +1.6% | -1.3% to +3.9% | 65% | -0.3% to +2.9% | 0.0% |
| Day +6 | 34 | +1.8% | -3.1% to +4.8% | 74% | +0.2% to +4.0% | +0.2% |
| Day +7 | 34 | +0.7% | -5.1% to +5.1% | 56% | -2.8% to +3.6% | 0.0% |
| Day +8 | 34 | +2.1% | -5.5% to +6.8% | 59% | -3.4% to +4.9% | 0.0% |
| Day +9 | 34 | +0.5% | -5.4% to +6.7% | 56% | -4.1% to +5.2% | 0.0% |
| Day +10 | 34 | +0.1% | -5.9% to +6.3% | 50% | -4.8% to +4.6% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 20 |
| Prior-year sessions closer to gamma max | 86.1% of 252 |
| Prior-year sessions closer to delta neutral | 16.3% of 252 |
| Open interest percentile (1y) | 31th |
| Daily open interest change versus prior year | -0.33σ (-6,751 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.2% |
| Open interest change, 21 sessions | -17.5% |
| History available | Sep 29, 2021 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 29.79 vs 29.13 (+2.2%)
- closed below delta neutral at 28.99 vs 29.01 (-0.1%)
- closed below gamma max at 32.27 vs 35.98 (-11.5%)
- closed above gamma max at 32.85 vs 32.79 (+0.2%)
- closed below gamma max at 30.08 vs 33.86 (-12.6%)
- closed above gamma max at 30.33 vs 30.02 (+1.0%)
- closed below gamma max at 28.82 vs 31.60 (-9.6%)
- closed above gamma max at 28.71 vs 28.70 (+0.0%)
- closed above delta neutral at 24.51 vs 24.46 (+0.2%)
- closed below delta neutral at 24.41 vs 24.69 (-1.1%)
In today's screens
Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/TOST
Questions people ask about TOST
Where is TOST's gamma max today?
As of Oct 2, 2026, the gamma max for TOST is 37.07, +24.4% from the 29.79 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 TOST above or below its delta neutral price?
TOST closed above delta neutral: 29.79 against a delta neutral price of 29.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TOST have?
286,880 contracts of open interest across 430 listed contracts on Oct 2, 2026, -2.3% 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.