Data through close

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

As of close · rank #3012 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

TRUP's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 17.71, net GEX is 164,928, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.59
prev 23.70
Gamma max
26.91
+14.1% from close
Delta neutral
22.97
-2.6% from close
Gamma neutral
17.71
-24.9% from close
Open interest
2,661
+1.3% vs prev
Contracts listed
45
20 calls · 25 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
25.00
+6.0% from close
2026-10-16
GEX flip
17.71
-24.9% from close
Net GEX
164,928
6,197,977 per 100k OI
Call wall
27.50
+16.6% from close
Put wall
30.00
+27.2% from close
Put/call OI
0.27
573 puts / 2,088 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
13.6
within trailing 52-week range
Front / back ATM IV
+49.5% / +71.7%
-22.2 pp front premium
Expected move
+9.7%
14 DTE · one standard deviation
ATM straddle / spot
+20.6%
front-window midpoint premium
25Δ risk reversal
-41.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.024
option-holder convention
Modeled dealer delta
-0.024
opposite-side scenario
Vanna / 100k OI
4,472
volatility-sensitive delta
Charm / 100k OI
-196,505
time-decay-sensitive delta
IV surface range
91.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TRUP closed 14.1% below its gamma max of 26.91. It is 2.6% above the delta neutral price of 22.97. Total open interest is 2,661, +1.3% 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

Neighbours by open interest

← CIEG (#3011) DYAI (#3013) →

Questions people ask about TRUP

Where is TRUP's gamma max today?

As of Oct 2, 2026, the gamma max for TRUP is 26.91, +14.1% from the 23.59 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 TRUP above or below its delta neutral price?

TRUP closed above delta neutral: 23.59 against a delta neutral price of 22.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TRUP have?

2,661 contracts of open interest across 45 listed contracts on Oct 2, 2026, +1.3% 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.