Data through close

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

As of close · rank #2241 by open interest · snapshot page

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TSLX's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 13.60, net GEX is 614,938, its put/call open-interest ratio is 0.83. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.01
prev 18.09
Gamma max
19.68
+9.3% from close
Delta neutral
18.32
+1.7% from close
Gamma neutral
13.60
-24.5% from close
Open interest
8,063
+2.1% vs prev
Contracts listed
39
18 calls · 27 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
17.50
-2.8% from close
2026-10-16
GEX flip
13.60
-24.5% from close
Net GEX
614,938
7,626,661 per 100k OI
Call wall
20.00
+11.0% from close
Put wall
17.50
-2.8% from close
Put/call OI
0.83
3,657 puts / 4,406 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
28.4
within trailing 52-week range
Front / back ATM IV
+41.6% / +31.7%
9.9 pp front premium
Expected move
+8.2%
14 DTE · one standard deviation
ATM straddle / spot
+9.4%
front-window midpoint premium
25Δ risk reversal
-4.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
-0.071
option-holder convention
Modeled dealer delta
0.071
opposite-side scenario
Vanna / 100k OI
1,786
volatility-sensitive delta
Charm / 100k OI
-16,359
time-decay-sensitive delta
IV surface range
68.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSLX closed 9.3% below its gamma max of 19.68. It is 1.7% below the delta neutral price of 18.32. Total open interest is 8,063, +2.1% 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

Neighbours by open interest

← ARGX (#2240) VAC (#2242) →

Questions people ask about TSLX

Where is TSLX's gamma max today?

As of Oct 2, 2026, the gamma max for TSLX is 19.68, +9.3% from the 18.01 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 TSLX above or below its delta neutral price?

TSLX closed below delta neutral: 18.01 against a delta neutral price of 18.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSLX have?

8,063 contracts of open interest across 39 listed contracts on Oct 2, 2026, +2.1% 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.