Data through close

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

As of close · rank #2213 by open interest · snapshot page

TRI's nearest-expiration max pain is 90.00 for 2026-10-16, its GEX flip is 84.85, net GEX is 461,108, its put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
97.62
prev 99.36
Gamma max
106.53
+9.1% from close
Delta neutral
89.40
-8.4% from close
Gamma neutral
84.85
-13.1% from close
Open interest
8,390
+0.4% vs prev
Contracts listed
142
83 calls · 72 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
90.00
-7.8% from close
2026-10-16
GEX flip
84.85
-13.1% from close
Net GEX
461,108
5,495,923 per 100k OI
Call wall
105.00
+7.6% from close
Put wall
105.00
+7.6% from close
Put/call OI
0.69
3,419 puts / 4,971 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
14.0
within trailing 52-week range
Front / back ATM IV
+47.1% / +51.0%
-3.9 pp front premium
Expected move
+9.2%
14 DTE · one standard deviation
ATM straddle / spot
+6.6%
front-window midpoint premium
25Δ risk reversal
-3.9 pp
put IV minus call IV
IV butterfly
-0.8 pp
front-window smile convexity
Volume / open interest
0.20
1,649 contracts traded
Normalized net delta
0.147
option-holder convention
Modeled dealer delta
-0.145
opposite-side scenario
Vanna / 100k OI
2,002
volatility-sensitive delta
Charm / 100k OI
-698,010
time-decay-sensitive delta
IV surface range
72.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TRI closed 9.1% below its gamma max of 106.53. It is 8.4% above the delta neutral price of 89.40. Total open interest is 8,390, +0.4% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about TRI

Where is TRI's gamma max today?

As of Oct 2, 2026, the gamma max for TRI is 106.53, +9.1% from the 97.62 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 TRI above or below its delta neutral price?

TRI closed above delta neutral: 97.62 against a delta neutral price of 89.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TRI have?

8,390 contracts of open interest across 142 listed contracts on Oct 2, 2026, +0.4% 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.