TSCO max pain, gamma exposure (GEX) & options open interest
As of close · rank #527 by open interest · 1,394 sessions of history since Dec 1, 2020
TSCO's nearest-expiration max pain is 32.50 for 2026-10-09, its GEX flip is 25.96, net GEX is 6,569,837, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 25Δ risk reversal -187.5 pp · IV rank 100 · smile convexity 16.9 pp
TSCO closed 10.6% below its gamma max of 34.39. It is 3.7% above the delta neutral price of 29.92. Total open interest is 134,376, -1.9% versus the previous session. Its options catalyst-intensity score is 61.9 out of 100, led by 25Δ risk reversal -187.5 pp, IV rank 100, smile convexity 16.9 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -1,543 contracts · -1.6% |
| Put OI change, 1 session | -1,070 contracts · -2.8% |
| Call minus put OI growth, 1 session | +1.2 pp |
| Call OI change, 5 sessions | +7,378 contracts · +8.3% |
| Put OI change, 5 sessions | +301 contracts · +0.8% |
| Call minus put OI growth, 5 sessions | +7.5 pp |
| Daily call OI change surprise | -0.36σ (252 prior changes) |
| Daily put OI change surprise | -0.39σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.10σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 28 completed Day +10 paths · latest Aug 13, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 28 | -0.0% | -1.2% to +0.8% | 43% | -0.8% to +0.2% | 0.0% |
| Day +2 | 28 | -1.2% | -1.9% to +0.9% | 36% | -1.7% to +0.5% | 0.0% |
| Day +3 | 28 | -0.2% | -2.1% to +0.9% | 39% | -1.9% to +0.8% | 0.0% |
| Day +4 | 28 | -0.7% | -1.8% to +1.1% | 46% | -1.5% to +0.8% | 0.0% |
| Day +5 | 28 | -1.0% | -3.2% to +0.8% | 39% | -2.3% to +0.1% | 0.0% |
| Day +6 | 28 | -1.5% | -3.5% to +0.9% | 32% | -3.1% to -0.2% | -0.2% |
| Day +7 | 28 | -0.6% | -2.6% to +0.9% | 43% | -1.6% to +0.4% | 0.0% |
| Day +8 | 28 | -0.4% | -2.4% to +2.5% | 43% | -1.9% to +0.6% | 0.0% |
| Day +9 | 28 | -0.5% | -2.2% to +2.3% | 46% | -1.6% to +1.1% | 0.0% |
| Day +10 | 28 | +0.8% | -2.8% to +2.3% | 54% | -2.3% to +1.6% | 0.0% |
Crosses above gamma max 27 completed Day +10 paths · latest Aug 11, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 27 | -0.2% | -0.8% to +1.0% | 44% | -0.7% to +0.7% | 0.0% |
| Day +2 | 27 | -0.5% | -1.4% to +1.6% | 44% | -1.1% to +0.8% | 0.0% |
| Day +3 | 27 | +0.1% | -2.5% to +1.0% | 56% | -1.2% to +0.6% | 0.0% |
| Day +4 | 27 | -0.3% | -1.9% to +1.1% | 37% | -1.7% to +0.7% | 0.0% |
| Day +5 | 27 | -0.9% | -2.3% to +1.0% | 41% | -2.1% to +0.5% | 0.0% |
| Day +6 | 27 | -0.7% | -2.1% to +1.3% | 41% | -1.7% to +0.5% | 0.0% |
| Day +7 | 27 | -0.7% | -3.0% to +1.8% | 41% | -2.3% to +1.4% | 0.0% |
| Day +8 | 27 | -0.8% | -3.1% to +1.3% | 41% | -2.4% to +0.8% | 0.0% |
| Day +9 | 27 | -0.3% | -3.2% to +2.3% | 44% | -2.7% to +1.8% | 0.0% |
| Day +10 | 27 | -0.2% | -3.0% to +2.8% | 48% | -2.4% to +2.6% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 32 |
| Prior-year sessions closer to gamma max | 42.1% of 252 |
| Prior-year sessions closer to delta neutral | 54.4% of 252 |
| Open interest percentile (1y) | 62th |
| Daily open interest change versus prior year | -0.41σ (-2,613 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +6.1% |
| Open interest change, 21 sessions | -8.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 36.17 vs 36.38 (-0.6%)
- closed above gamma max at 35.29 vs 35.19 (+0.3%)
- closed below gamma max at 34.56 vs 35.00 (-1.3%)
- closed above gamma max at 34.09 vs 33.52 (+1.7%)
- closed above delta neutral at 29.78 vs 29.11 (+2.3%)
- closed below delta neutral at 29.14 vs 29.95 (-2.8%)
- closed above delta neutral at 31.37 vs 30.75 (+2.0%)
- closed below delta neutral at 29.80 vs 30.90 (-3.7%)
- closed above delta neutral at 31.67 vs 31.62 (+0.2%)
- closed below delta neutral at 50.34 vs 50.45 (-0.2%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
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Canonical source: https://halfonadouble.com/stock/TSCO
Questions people ask about TSCO
Where is TSCO's gamma max today?
As of Oct 2, 2026, the gamma max for TSCO is 34.39, +10.6% from the 31.09 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 TSCO above or below its delta neutral price?
TSCO closed above delta neutral: 31.09 against a delta neutral price of 29.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSCO have?
134,376 contracts of open interest across 340 listed contracts on Oct 2, 2026, -1.9% 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.