Data through close

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

As of close · rank #1280 by open interest · snapshot page

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TROW's nearest-expiration max pain is 105.00 for 2026-10-16, its GEX flip is 96.25, net GEX is 1,915,967, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
104.62
prev 105.83
Gamma max
111.90
+7.0% from close
Delta neutral
100.60
-3.8% from close
Gamma neutral
96.25
-8.0% from close
Open interest
30,289
+1.5% vs prev
Contracts listed
251
143 calls · 125 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
105.00
+0.4% from close
2026-10-16
GEX flip
96.25
-8.0% from close
Net GEX
1,915,967
6,325,620 per 100k OI
Call wall
105.00
+0.4% from close
Put wall
105.00
+0.4% from close
Put/call OI
0.75
13,011 puts / 17,278 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
16.7
within trailing 52-week range
Front / back ATM IV
+28.9% / +28.4%
0.5 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
6.5 pp
put IV minus call IV
IV butterfly
-6.8 pp
front-window smile convexity
Volume / open interest
0.01
274 contracts traded
Normalized net delta
0.088
option-holder convention
Modeled dealer delta
-0.088
opposite-side scenario
Vanna / 100k OI
5,048
volatility-sensitive delta
Charm / 100k OI
-348,414
time-decay-sensitive delta
IV surface range
117.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TROW closed 7.0% below its gamma max of 111.90. It is 3.8% above the delta neutral price of 100.60. Total open interest is 30,289, +1.5% 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

← RELY (#1279) FICO (#1281) →

Questions people ask about TROW

Where is TROW's gamma max today?

As of Oct 2, 2026, the gamma max for TROW is 111.90, +7.0% from the 104.62 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 TROW above or below its delta neutral price?

TROW closed above delta neutral: 104.62 against a delta neutral price of 100.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TROW have?

30,289 contracts of open interest across 251 listed contracts on Oct 2, 2026, +1.5% 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.