Data through close

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

As of close · rank #3926 by open interest · snapshot page

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TSMY's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 12.13, net GEX is 60,160, its put/call open-interest ratio is 0.88. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.07
prev 15.76
Gamma max
16.88
+5.0% from close
Delta neutral
16.21
+0.8% from close
Gamma neutral
12.13
-24.5% from close
Open interest
631
0.0% vs prev
Contracts listed
33
11 calls · 25 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
16.00
-0.4% from close
2026-10-16
GEX flip
12.13
-24.5% from close
Net GEX
60,160
9,534,016 per 100k OI
Call wall
16.00
-0.4% from close
Put wall
17.00
+5.8% from close
Put/call OI
0.88
296 puts / 335 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
35.9
within trailing 52-week range
Front / back ATM IV
+25.6% / +46.6%
-21.0 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
24.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
7 contracts traded
Normalized net delta
-0.029
option-holder convention
Modeled dealer delta
0.028
opposite-side scenario
Vanna / 100k OI
317
volatility-sensitive delta
Charm / 100k OI
-1,109
time-decay-sensitive delta
IV surface range
74.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSMY closed 5.0% below its gamma max of 16.88. It is 0.8% below the delta neutral price of 16.21. Total open interest is 631, 0.0% 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

← DOO (#3925) WSFS (#3927) →

Questions people ask about TSMY

Where is TSMY's gamma max today?

As of Oct 2, 2026, the gamma max for TSMY is 16.88, +5.0% from the 16.07 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 TSMY above or below its delta neutral price?

TSMY closed below delta neutral: 16.07 against a delta neutral price of 16.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSMY have?

631 contracts of open interest across 33 listed contracts on Oct 2, 2026, 0.0% 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.