Data through close

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

As of close · rank #4096 by open interest · snapshot page

TSLS's nearest-expiration max pain is 55.00 for 2026-10-16, net GEX is 37,260, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.72
prev 57.40
Gamma max
57.27
+4.7% from close
Delta neutral
46.31
-15.4% from close
Gamma neutral
54.72
0.0% from close
Open interest
469
+4.9% vs prev
Contracts listed
58
41 calls · 42 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
55.00
+0.5% from close
2026-10-16
GEX flip
–
Net GEX
37,260
7,944,474 per 100k OI
Call wall
55.00
+0.5% from close
Put wall
55.00
+0.5% from close
Put/call OI
0.51
158 puts / 311 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
3.4
within trailing 52-week range
Front / back ATM IV
+38.1% / +39.2%
-1.1 pp front premium
Expected move
+7.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
11.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.10
47 contracts traded
Normalized net delta
-0.066
option-holder convention
Modeled dealer delta
0.064
opposite-side scenario
Vanna / 100k OI
640
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
19.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSLS closed 4.7% below its gamma max of 57.27. It is 15.4% above the delta neutral price of 46.31. Total open interest is 469, +4.9% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about TSLS

Where is TSLS's gamma max today?

As of Oct 2, 2026, the gamma max for TSLS is 57.27, +4.7% from the 54.72 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 TSLS above or below its delta neutral price?

TSLS closed above delta neutral: 54.72 against a delta neutral price of 46.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSLS have?

469 contracts of open interest across 58 listed contracts on Oct 2, 2026, +4.9% 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.