Data through close

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

As of close · rank #1089 by open interest · snapshot page

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TPR's nearest-expiration max pain is 110.00 for 2026-10-09, its GEX flip is 115.14, net GEX is 403,193, its put/call open-interest ratio is 1.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
118.07
prev 119.26
Gamma max
136.40
+15.5% from close
Delta neutral
115.27
-2.4% from close
Gamma neutral
115.14
-2.5% from close
Open interest
42,076
-2.2% vs prev
Contracts listed
558
339 calls · 288 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
110.00
-6.8% from close
2026-10-09
GEX flip
115.14
-2.5% from close
Net GEX
403,193
958,250 per 100k OI
Call wall
120.00
+1.6% from close
Put wall
110.00
-6.8% from close
Put/call OI
1.20
22,967 puts / 19,109 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
83.5
within trailing 52-week range
Front / back ATM IV
+40.5% / +47.4%
-6.8 pp front premium
Expected move
+5.6%
7 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
3.2 pp
put IV minus call IV
IV butterfly
1.6 pp
front-window smile convexity
Volume / open interest
0.02
698 contracts traded
Normalized net delta
0.059
option-holder convention
Modeled dealer delta
-0.058
opposite-side scenario
Vanna / 100k OI
2,305
volatility-sensitive delta
Charm / 100k OI
-466,573
time-decay-sensitive delta
IV surface range
245.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TPR closed 15.5% below its gamma max of 136.40. It is 2.4% above the delta neutral price of 115.27. Total open interest is 42,076, -2.2% 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

← HOG (#1088) GGLL (#1090) →

Questions people ask about TPR

Where is TPR's gamma max today?

As of Oct 2, 2026, the gamma max for TPR is 136.40, +15.5% from the 118.07 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 TPR above or below its delta neutral price?

TPR closed above delta neutral: 118.07 against a delta neutral price of 115.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TPR have?

42,076 contracts of open interest across 558 listed contracts on Oct 2, 2026, -2.2% 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.