# TSLL: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/TSLL
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 9.79 |
| Delta neutral (USD/share) | 8.52 |
| Gamma neutral (USD/share) | 7.64 |
| Gamma max (USD/share) | 11.19 |
| Open interest (contracts) | 713,093 |
| Nearest-expiration max pain (USD/share) | 9.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 9.50 |
| Net gamma exposure | 15,956,181 |
| Confirmed GEX flip (USD/share) | 7.64 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 10.00 |
| Put/call open-interest ratio | 0.40 |
| Options catalyst-intensity score (0–100) | 46.8 |
| Options directional score (-100 to +100) | 14.0 |
| IV rank | 80.4 |
| Front ATM IV | +73.8% |
| Front-minus-back IV | -9.3 pp |
| Front expected move | +10.2% |
| Front ATM straddle / spot | +7.8% |
| Front 25-delta risk reversal | -1.3 pp |
| 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) |
| Daily open interest change (contracts) | -105,365 |
| Daily open interest change z-score (prior 252) | -1.05σ (252 prior changes) |
| Gamma max distance from close | +14.3% |
| Delta neutral distance from close | -13.0% |
| Prior-year sessions closer to gamma max | 51.2% of 252 |
| Prior-year sessions closer to delta neutral | 61.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 27 | -0.7% | -4.9% to +4.5% | 44% | -4.3% to +2.7% | 0.0% |
| above | Day +3 | 27 | -0.9% | -4.5% to +9.9% | 41% | -4.3% to +7.8% | 0.0% |
| above | Day +5 | 27 | -1.6% | -6.5% to +9.7% | 37% | -6.4% to +4.9% | 0.0% |
| above | Day +10 | 27 | +1.0% | -9.4% to +20.8% | 52% | -5.4% to +10.0% | 0.0% |
| below | Day +1 | 25 | +2.0% | -3.0% to +3.9% | 60% | -2.8% to +3.5% | 0.0% |
| below | Day +3 | 25 | -0.4% | -7.0% to +4.7% | 48% | -6.6% to +3.1% | 0.0% |
| below | Day +5 | 25 | +1.3% | -6.8% to +5.5% | 52% | -6.4% to +5.3% | 0.0% |
| below | 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. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/TSLL.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/TSLL.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/TSLL.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).