Data through close

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

As of close · rank #2607 by open interest · snapshot page

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TRU's nearest-expiration max pain is 67.50 for 2026-10-16, its GEX flip is 59.98, net GEX is 51,481, its put/call open-interest ratio is 0.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
63.45
prev 62.16
Gamma max
80.97
+27.6% from close
Delta neutral
64.86
+2.2% from close
Gamma neutral
59.98
-5.5% from close
Open interest
4,783
-1.4% vs prev
Contracts listed
161
94 calls · 77 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
67.50
+6.4% from close
2026-10-16
GEX flip
59.98
-5.5% from close
Net GEX
51,481
1,076,333 per 100k OI
Call wall
67.50
+6.4% from close
Put wall
70.00
+10.3% from close
Put/call OI
0.60
1,788 puts / 2,995 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
13.9
within trailing 52-week range
Front / back ATM IV
+51.1% / +51.0%
0.0 pp front premium
Expected move
+10.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
5.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.34
1,611 contracts traded
Normalized net delta
-0.042
option-holder convention
Modeled dealer delta
0.042
opposite-side scenario
Vanna / 100k OI
3,659
volatility-sensitive delta
Charm / 100k OI
106,105
time-decay-sensitive delta
IV surface range
34.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TRU closed 27.6% below its gamma max of 80.97. It is 2.2% below the delta neutral price of 64.86. Total open interest is 4,783, -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

← BBVA (#2606) LB (#2608) →

Questions people ask about TRU

Where is TRU's gamma max today?

As of Oct 2, 2026, the gamma max for TRU is 80.97, +27.6% from the 63.45 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 TRU above or below its delta neutral price?

TRU closed below delta neutral: 63.45 against a delta neutral price of 64.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TRU have?

4,783 contracts of open interest across 161 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.