Data through close

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

As of close · rank #928 by open interest · snapshot page

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TSEM's nearest-expiration max pain is 227.50 for 2026-10-09, its GEX flip is 204.19, net GEX is 3,138,347, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
240.86
prev 241.30
Gamma max
248.40
+3.1% from close
Delta neutral
207.81
-13.7% from close
Gamma neutral
204.19
-15.2% from close
Open interest
56,010
-4.1% vs prev
Contracts listed
616
407 calls · 364 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
227.50
-5.5% from close
2026-10-09
GEX flip
204.19
-15.2% from close
Net GEX
3,138,347
5,603,191 per 100k OI
Call wall
240.00
-0.4% from close
Put wall
200.00
-17.0% from close
Put/call OI
0.73
23,547 puts / 32,463 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
100.0
within trailing 52-week range
Front / back ATM IV
+70.6% / +79.7%
-9.0 pp front premium
Expected move
+9.8%
7 DTE · one standard deviation
ATM straddle / spot
+7.9%
front-window midpoint premium
25Δ risk reversal
0.3 pp
put IV minus call IV
IV butterfly
3.0 pp
front-window smile convexity
Volume / open interest
0.04
2,329 contracts traded
Normalized net delta
0.232
option-holder convention
Modeled dealer delta
-0.230
opposite-side scenario
Vanna / 100k OI
1,144
volatility-sensitive delta
Charm / 100k OI
-9,114,208
time-decay-sensitive delta
IV surface range
124.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSEM closed 3.1% below its gamma max of 248.40. It is 13.7% above the delta neutral price of 207.81. Total open interest is 56,010, -4.1% 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

← TMO (#927) WVE (#929) →

Questions people ask about TSEM

Where is TSEM's gamma max today?

As of Oct 2, 2026, the gamma max for TSEM is 248.40, +3.1% from the 240.86 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 TSEM above or below its delta neutral price?

TSEM closed above delta neutral: 240.86 against a delta neutral price of 207.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSEM have?

56,010 contracts of open interest across 616 listed contracts on Oct 2, 2026, -4.1% 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.