Data through close

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

As of close · rank #4360 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

TSPY's nearest-expiration max pain is 26.00 for 2026-10-16, net GEX is -5,449, its put/call open-interest ratio is 0.98. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.54
prev 25.38
Gamma max
26.85
+5.1% from close
Delta neutral
25.13
-1.6% from close
Gamma neutral
25.54
0.0% from close
Open interest
271
+4.6% vs prev
Contracts listed
27
12 calls · 15 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
26.00
+1.8% from close
2026-10-16
GEX flip
–
Net GEX
-5,449
-2,010,750 per 100k OI
Call wall
26.00
+1.8% from close
Put wall
25.00
-2.1% from close
Put/call OI
0.98
134 puts / 137 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
9.1
within trailing 52-week range
Front / back ATM IV
+17.1% / +21.0%
-3.9 pp front premium
Expected move
+3.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
3 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.104
opposite-side scenario
Vanna / 100k OI
369
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
12.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TSPY closed 5.1% below its gamma max of 26.85. It is 1.6% above the delta neutral price of 25.13. Total open interest is 271, +4.6% 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

← MGV (#4359) HTLD (#4361) →

Questions people ask about TSPY

Where is TSPY's gamma max today?

As of Oct 2, 2026, the gamma max for TSPY is 26.85, +5.1% from the 25.54 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 TSPY above or below its delta neutral price?

TSPY closed above delta neutral: 25.54 against a delta neutral price of 25.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TSPY have?

271 contracts of open interest across 27 listed contracts on Oct 2, 2026, +4.6% 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.