Data through close

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

As of close · rank #3605 by open interest · snapshot page

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TR's nearest-expiration max pain is 37.50 for 2026-10-16, its GEX flip is 18.58, net GEX is 322,364, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.99
prev 37.84
Gamma max
39.75
+4.6% from close
Delta neutral
33.98
-10.5% from close
Gamma neutral
18.58
-51.1% from close
Open interest
1,131
+1.4% vs prev
Contracts listed
27
15 calls · 12 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
37.50
-1.3% from close
2026-10-16
GEX flip
18.58
-51.1% from close
Net GEX
322,364
28,502,597 per 100k OI
Call wall
40.00
+5.3% from close
Put wall
37.50
-1.3% from close
Put/call OI
0.10
99 puts / 1,032 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
20.2
within trailing 52-week range
Front / back ATM IV
+48.8% / +28.0%
20.8 pp front premium
Expected move
+9.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.184
option-holder convention
Modeled dealer delta
-0.184
opposite-side scenario
Vanna / 100k OI
3,625
volatility-sensitive delta
Charm / 100k OI
-700,884
time-decay-sensitive delta
IV surface range
19.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TR closed 4.6% below its gamma max of 39.75. It is 10.5% above the delta neutral price of 33.98. Total open interest is 1,131, +1.4% 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

← NVA (#3604) CTOS (#3606) →

Questions people ask about TR

Where is TR's gamma max today?

As of Oct 2, 2026, the gamma max for TR is 39.75, +4.6% from the 37.99 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 TR above or below its delta neutral price?

TR closed above delta neutral: 37.99 against a delta neutral price of 33.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TR have?

1,131 contracts of open interest across 27 listed contracts on Oct 2, 2026, +1.4% 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.