Data through close

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

As of close · rank #2461 by open interest · snapshot page

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TSLY's nearest-expiration max pain is 23.00 for 2026-10-16, its GEX flip is 33.85, net GEX is -636,312, its put/call open-interest ratio is 2.89. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.25
prev 21.30
Gamma max
38.17
+71.5% from close
Delta neutral
26.95
+21.1% from close
Gamma neutral
33.85
+52.1% from close
Open interest
5,972
+0.3% vs prev
Contracts listed
170
76 calls · 134 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
23.00
+3.4% from close
2026-10-16
GEX flip
33.85
+52.1% from close
Net GEX
-636,312
-10,654,929 per 100k OI
Call wall
23.00
+3.4% from close
Put wall
20.00
-10.1% from close
Put/call OI
2.89
4,436 puts / 1,536 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
16.1
within trailing 52-week range
Front / back ATM IV
+35.4% / +37.8%
-2.4 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
13.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
64 contracts traded
Normalized net delta
-0.213
option-holder convention
Modeled dealer delta
0.212
opposite-side scenario
Vanna / 100k OI
4,655
volatility-sensitive delta
Charm / 100k OI
-209,411
time-decay-sensitive delta
IV surface range
201.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSLY closed 71.5% below its gamma max of 38.17. It is 21.1% below the delta neutral price of 26.95. Total open interest is 5,972, +0.3% 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

← MAMA (#2460) LTRX (#2462) →

Questions people ask about TSLY

Where is TSLY's gamma max today?

As of Oct 2, 2026, the gamma max for TSLY is 38.17, +71.5% from the 22.25 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 TSLY above or below its delta neutral price?

TSLY closed below delta neutral: 22.25 against a delta neutral price of 26.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSLY have?

5,972 contracts of open interest across 170 listed contracts on Oct 2, 2026, +0.3% 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.