TSLL max pain, gamma exposure (GEX) & options open interest
As of close · rank #144 by open interest · 963 sessions of history since Aug 11, 2022
TSLL's nearest-expiration max pain is 9.50 for 2026-10-09, its GEX flip is 7.64, net GEX is 15,956,181, its put/call open-interest ratio is 0.40. 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: volume/OI 0.26 · 7d expected move +10.2%
TSLL closed 14.3% below its gamma max of 11.19. It is 13.0% above the delta neutral price of 8.52. Total open interest is 713,093, -12.9% versus the previous session. Its options catalyst-intensity score is 46.8 out of 100, led by volume/OI 0.26, 7d expected move +10.2%. 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 | -61,566 contracts · -10.8% |
| Put OI change, 1 session | -43,799 contracts · -17.6% |
| Call minus put OI growth, 1 session | +6.8 pp |
| Call OI change, 5 sessions | -6,619 contracts · -1.3% |
| Put OI change, 5 sessions | +18,584 contracts · +10.0% |
| Call minus put OI growth, 5 sessions | -11.3 pp |
| Daily call OI change surprise | -0.88σ (250 prior changes) |
| Daily put OI change surprise | -1.32σ (250 prior changes) |
| Daily call-minus-put growth surprise | +1.08σ (250 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 above gamma max 27 completed Day +10 paths · latest Jul 1, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 27 | -0.7% | -4.9% to +4.5% | 44% | -4.3% to +2.7% | 0.0% |
| Day +2 | 27 | -2.5% | -5.4% to +4.7% | 41% | -5.1% to +4.1% | 0.0% |
| Day +3 | 27 | -0.9% | -4.5% to +9.9% | 41% | -4.3% to +7.8% | 0.0% |
| Day +4 | 27 | -0.5% | -7.3% to +10.6% | 44% | -4.4% to +6.6% | 0.0% |
| Day +5 | 27 | -1.6% | -6.5% to +9.7% | 37% | -6.4% to +4.9% | 0.0% |
| Day +6 | 27 | -1.2% | -9.4% to +12.7% | 48% | -8.5% to +10.7% | 0.0% |
| Day +7 | 27 | -1.9% | -9.7% to +13.6% | 44% | -8.5% to +12.4% | 0.0% |
| Day +8 | 27 | -1.2% | -7.6% to +12.0% | 44% | -6.1% to +7.0% | 0.0% |
| Day +9 | 27 | -2.7% | -7.7% to +18.5% | 48% | -5.8% to +12.4% | 0.0% |
| Day +10 | 27 | +1.0% | -9.4% to +20.8% | 52% | -5.4% to +10.0% | 0.0% |
Crosses below gamma max 25 completed Day +10 paths · latest May 12, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 25 | +2.0% | -3.0% to +3.9% | 60% | -2.8% to +3.5% | 0.0% |
| Day +2 | 25 | -1.7% | -3.9% to +5.0% | 44% | -3.9% to +4.4% | 0.0% |
| Day +3 | 25 | -0.4% | -7.0% to +4.7% | 48% | -6.6% to +3.1% | 0.0% |
| Day +4 | 25 | -1.5% | -9.0% to +4.5% | 36% | -6.1% to +3.8% | 0.0% |
| Day +5 | 25 | +1.3% | -6.8% to +5.5% | 52% | -6.4% to +5.3% | 0.0% |
| Day +6 | 25 | -0.2% | -7.6% to +9.2% | 44% | -7.4% to +4.4% | 0.0% |
| Day +7 | 25 | +1.3% | -6.7% to +12.6% | 56% | -6.5% to +3.6% | 0.0% |
| Day +8 | 25 | +2.4% | -6.5% to +11.4% | 56% | -4.4% to +8.4% | 0.0% |
| Day +9 | 25 | +0.7% | -8.2% to +12.6% | 52% | -6.7% to +9.0% | 0.0% |
| Day +10 | 25 | +2.1% | -7.2% to +12.8% | 56% | -6.0% to +10.8% | 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 | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 28 |
| Prior-year sessions closer to gamma max | 51.2% of 252 |
| Prior-year sessions closer to delta neutral | 61.9% of 252 |
| Open interest percentile (1y) | 61th |
| Daily open interest change versus prior year | -1.05σ (-105,365 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +1.7% |
| Open interest change, 21 sessions | -13.3% |
| History available | Aug 11, 2022 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 9.15 vs 11.01 (-20.3%)
- closed above gamma max at 10.38 vs 10.30 (+0.7%)
- closed above delta neutral at 7.21 vs 6.82 (+5.5%)
- closed below delta neutral at 7.76 vs 9.62 (-23.9%)
- closed below gamma max at 12.27 vs 14.96 (-21.9%)
- closed above gamma max at 14.52 vs 14.43 (+0.7%)
- closed above delta neutral at 11.68 vs 10.59 (+9.3%)
- closed below delta neutral at 11.41 vs 11.59 (-1.6%)
- closed below gamma max at 15.96 vs 16.38 (-2.6%)
- closed above gamma max at 15.62 vs 15.06 (+3.6%)
In today's screens
Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/TSLL
Questions people ask about TSLL
Where is TSLL's gamma max today?
As of Oct 2, 2026, the gamma max for TSLL is 11.19, +14.3% from the 9.79 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 TSLL above or below its delta neutral price?
TSLL closed above delta neutral: 9.79 against a delta neutral price of 8.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSLL have?
713,093 contracts of open interest across 486 listed contracts on Oct 2, 2026, -12.9% 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.