Data through close

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

As of close · rank #3385 by open interest · snapshot page

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TSLZ's nearest-expiration max pain is 12.00 for 2026-10-16, its GEX flip is 5.53, net GEX is 52,927, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.15
prev 12.28
Gamma max
12.74
+14.3% from close
Delta neutral
10.02
-10.1% from close
Gamma neutral
5.53
-50.4% from close
Open interest
1,584
+0.4% vs prev
Contracts listed
88
58 calls · 36 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
12.00
+7.6% from close
2026-10-16
GEX flip
5.53
-50.4% from close
Net GEX
52,927
3,341,337 per 100k OI
Call wall
17.00
+52.5% from close
Put wall
11.00
-1.3% from close
Put/call OI
0.35
413 puts / 1,171 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
30.6
within trailing 52-week range
Front / back ATM IV
+85.2% / +88.2%
-3.0 pp front premium
Expected move
+16.7%
14 DTE · one standard deviation
ATM straddle / spot
+12.8%
front-window midpoint premium
25Δ risk reversal
-2.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
129 contracts traded
Normalized net delta
0.097
option-holder convention
Modeled dealer delta
-0.097
opposite-side scenario
Vanna / 100k OI
2,778
volatility-sensitive delta
Charm / 100k OI
123,864
time-decay-sensitive delta
IV surface range
33.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSLZ closed 14.3% below its gamma max of 12.74. It is 10.1% above the delta neutral price of 10.02. Total open interest is 1,584, +0.4% 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

← STRD (#3384) PRVA (#3386) →

Questions people ask about TSLZ

Where is TSLZ's gamma max today?

As of Oct 2, 2026, the gamma max for TSLZ is 12.74, +14.3% from the 11.15 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 TSLZ above or below its delta neutral price?

TSLZ closed above delta neutral: 11.15 against a delta neutral price of 10.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSLZ have?

1,584 contracts of open interest across 88 listed contracts on Oct 2, 2026, +0.4% 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.