Data through close

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

As of close · rank #3278 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

TSMG's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 27.25, net GEX is 149,023, its put/call open-interest ratio is 0.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
46.96
prev 44.15
Gamma max
44.55
-5.1% from close
Delta neutral
34.68
-26.1% from close
Gamma neutral
27.25
-42.0% from close
Open interest
1,826
+0.3% vs prev
Contracts listed
90
58 calls · 53 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
40.00
-14.8% from close
2026-10-16
GEX flip
27.25
-42.0% from close
Net GEX
149,023
8,161,171 per 100k OI
Call wall
46.00
-2.0% from close
Put wall
37.00
-21.2% from close
Put/call OI
0.38
504 puts / 1,322 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
17.8
within trailing 52-week range
Front / back ATM IV
+71.7% / +66.1%
5.6 pp front premium
Expected move
+14.1%
14 DTE · one standard deviation
ATM straddle / spot
+23.5%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-5.8 pp
front-window smile convexity
Volume / open interest
0.03
53 contracts traded
Normalized net delta
0.390
option-holder convention
Modeled dealer delta
-0.389
opposite-side scenario
Vanna / 100k OI
-1,369
volatility-sensitive delta
Charm / 100k OI
-1,680,723
time-decay-sensitive delta
IV surface range
68.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSMG closed 5.1% above its gamma max of 44.55. It is 26.1% above the delta neutral price of 34.68. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,826, +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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← PLSE (#3277) CNA (#3279) →

Questions people ask about TSMG

Where is TSMG's gamma max today?

As of Oct 2, 2026, the gamma max for TSMG is 44.55, -5.1% from the 46.96 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 TSMG above or below its delta neutral price?

TSMG closed above delta neutral: 46.96 against a delta neutral price of 34.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSMG have?

1,826 contracts of open interest across 90 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.