Data through close

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

As of close · rank #4582 by open interest · snapshot page

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TSL's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 7.66, net GEX is 18,779, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.97
prev 13.20
Gamma max
14.35
+2.8% from close
Delta neutral
11.65
-16.6% from close
Gamma neutral
7.66
-45.2% from close
Open interest
161
+1.3% vs prev
Contracts listed
28
22 calls · 12 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
13.00
-6.9% from close
2026-10-16
GEX flip
7.66
-45.2% from close
Net GEX
18,779
11,663,801 per 100k OI
Call wall
14.00
+0.2% from close
Put wall
14.00
+0.2% from close
Put/call OI
0.21
28 puts / 133 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
4.2
within trailing 52-week range
Front / back ATM IV
+47.5% / +47.5%
0.0 pp front premium
Expected move
+9.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
8 contracts traded
Normalized net delta
0.339
option-holder convention
Modeled dealer delta
-0.339
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
26.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSL closed 2.8% below its gamma max of 14.35. It is 16.6% above the delta neutral price of 11.65. Total open interest is 161, +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

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In today's screens

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Neighbours by open interest

← OPY (#4581) IWC (#4583) →

Questions people ask about TSL

Where is TSL's gamma max today?

As of Oct 2, 2026, the gamma max for TSL is 14.35, +2.8% from the 13.97 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 TSL above or below its delta neutral price?

TSL closed above delta neutral: 13.97 against a delta neutral price of 11.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSL have?

161 contracts of open interest across 28 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.