Data through close

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

As of close · rank #3608 by open interest · snapshot page

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TSMU's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 65.90, net GEX is 48,650, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.20
prev 79.31
Gamma max
83.42
-0.9% from close
Delta neutral
68.58
-18.6% from close
Gamma neutral
65.90
-21.7% from close
Open interest
1,128
+0.5% vs prev
Contracts listed
118
70 calls · 70 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
70.00
-16.9% from close
2026-10-16
GEX flip
65.90
-21.7% from close
Net GEX
48,650
4,312,900 per 100k OI
Call wall
80.00
-5.0% from close
Put wall
70.00
-16.9% from close
Put/call OI
0.70
465 puts / 663 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
11.2
within trailing 52-week range
Front / back ATM IV
+68.5% / +62.3%
6.1 pp front premium
Expected move
+13.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
1.8 pp
front-window smile convexity
Volume / open interest
0.09
100 contracts traded
Normalized net delta
0.335
option-holder convention
Modeled dealer delta
-0.333
opposite-side scenario
Vanna / 100k OI
-355
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
64.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSMU closed 0.9% above its gamma max of 83.42. It is 18.6% above the delta neutral price of 68.58. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,128, +0.5% 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

← BKU (#3607) UAE (#3609) →

Questions people ask about TSMU

Where is TSMU's gamma max today?

As of Oct 2, 2026, the gamma max for TSMU is 83.42, -0.9% from the 84.20 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 TSMU above or below its delta neutral price?

TSMU closed above delta neutral: 84.20 against a delta neutral price of 68.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSMU have?

1,128 contracts of open interest across 118 listed contracts on Oct 2, 2026, +0.5% 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.