Data through close

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

As of close · rank #1172 by open interest · snapshot page

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TSN's nearest-expiration max pain is 52.50 for 2026-10-16, its GEX flip is 52.92, net GEX is -823,789, its put/call open-interest ratio is 0.90. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
51.89
prev 50.47
Gamma max
57.93
+11.6% from close
Delta neutral
53.16
+2.4% from close
Gamma neutral
52.92
+2.0% from close
Open interest
36,616
+1.1% vs prev
Contracts listed
265
152 calls · 128 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
52.50
+1.2% from close
2026-10-16
GEX flip
52.92
+2.0% from close
Net GEX
-823,789
-2,249,807 per 100k OI
Call wall
55.00
+6.0% from close
Put wall
50.00
-3.6% from close
Put/call OI
0.90
17,340 puts / 19,276 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
24.6
within trailing 52-week range
Front / back ATM IV
+25.5% / +27.5%
-2.0 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
+4.1%
front-window midpoint premium
25Δ risk reversal
-91.7 pp
put IV minus call IV
IV butterfly
-5.0 pp
front-window smile convexity
Volume / open interest
0.03
1,031 contracts traded
Normalized net delta
-0.023
option-holder convention
Modeled dealer delta
0.023
opposite-side scenario
Vanna / 100k OI
3,979
volatility-sensitive delta
Charm / 100k OI
-57,415
time-decay-sensitive delta
IV surface range
118.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSN closed 11.6% below its gamma max of 57.93. It is 2.4% below the delta neutral price of 53.16. Total open interest is 36,616, +1.1% 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

← FNGR (#1171) NE (#1173) →

Questions people ask about TSN

Where is TSN's gamma max today?

As of Oct 2, 2026, the gamma max for TSN is 57.93, +11.6% from the 51.89 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 TSN above or below its delta neutral price?

TSN closed below delta neutral: 51.89 against a delta neutral price of 53.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSN have?

36,616 contracts of open interest across 265 listed contracts on Oct 2, 2026, +1.1% 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.