TTD max pain, gamma exposure (GEX) & options open interest
As of close · rank #117 by open interest · 1,394 sessions of history since Dec 1, 2020
TTD's nearest-expiration max pain is 13.00 for 2026-10-09, its GEX flip is 1.34, net GEX is 7,981,360, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
TTD closed 26.1% below its gamma max of 15.05. It is 6.3% below the delta neutral price of 12.69. Total open interest is 855,538, -3.6% versus the previous session. Its options catalyst-intensity score is 33.4 out of 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -17,777 contracts · -2.7% |
| Put OI change, 1 session | -14,280 contracts · -6.3% |
| Call minus put OI growth, 1 session | +3.6 pp |
| Call OI change, 5 sessions | +24,902 contracts · +4.0% |
| Put OI change, 5 sessions | -1,129 contracts · -0.5% |
| Call minus put OI growth, 5 sessions | +4.6 pp |
| Daily call OI change surprise | -0.60σ (252 prior changes) |
| Daily put OI change surprise | -0.94σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.46σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 14 completed Day +10 paths · latest Sep 3, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 14 | +0.3% | -1.7% to +1.6% | 64% | -1.7% to +1.7% | 0.0% |
| Day +2 | 14 | +1.4% | -3.1% to +3.9% | 57% | -3.2% to +4.2% | 0.0% |
| Day +3 | 14 | +2.0% | -2.7% to +4.9% | 64% | -2.8% to +5.4% | 0.0% |
| Day +4 | 14 | +1.4% | -2.0% to +4.6% | 71% | -2.8% to +4.9% | 0.0% |
| Day +5 | 14 | +1.0% | -3.7% to +1.9% | 64% | -3.9% to +2.0% | 0.0% |
| Day +6 | 14 | +1.4% | -2.2% to +3.1% | 57% | -2.5% to +3.2% | 0.0% |
| Day +7 | 14 | +0.1% | -4.0% to +2.9% | 50% | -4.7% to +3.0% | 0.0% |
| Day +8 | 14 | +0.9% | -4.3% to +6.4% | 50% | -4.3% to +6.5% | 0.0% |
| Day +9 | 14 | +1.3% | -2.7% to +4.5% | 64% | -2.8% to +4.8% | 0.0% |
| Day +10 | 14 | +1.0% | -4.1% to +5.7% | 50% | -4.2% to +5.8% | 0.0% |
Crosses below gamma max 15 completed Day +10 paths · latest May 13, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 15 | +1.0% | -1.8% to +3.2% | 60% | -1.9% to +3.3% | 0.0% |
| Day +2 | 15 | +0.3% | -1.0% to +5.1% | 53% | -1.1% to +5.2% | 0.0% |
| Day +3 | 15 | +0.4% | -1.8% to +3.1% | 53% | -2.3% to +3.3% | 0.0% |
| Day +4 | 15 | -0.9% | -3.2% to +1.4% | 47% | -4.1% to +2.0% | 0.0% |
| Day +5 | 15 | -0.9% | -2.4% to +3.1% | 47% | -2.9% to +3.5% | 0.0% |
| Day +6 | 15 | -1.7% | -4.8% to +2.3% | 40% | -4.8% to +2.6% | 0.0% |
| Day +7 | 15 | -1.1% | -5.1% to +4.7% | 40% | -5.3% to +6.1% | 0.0% |
| Day +8 | 15 | -2.0% | -4.4% to +3.2% | 47% | -4.9% to +4.1% | 0.0% |
| Day +9 | 15 | -2.7% | -6.1% to +2.9% | 40% | -7.8% to +3.2% | 0.0% |
| Day +10 | 15 | -0.2% | -7.7% to +2.6% | 47% | -7.9% to +2.8% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 29 |
| Prior-year sessions closer to gamma max | 44.0% of 252 |
| Prior-year sessions closer to delta neutral | 40.9% of 252 |
| Open interest percentile (1y) | 38th |
| Daily open interest change versus prior year | -0.73σ (-32,057 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.9% |
| Open interest change, 21 sessions | -13.1% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 14.26 vs 14.32 (-0.4%)
- closed above delta neutral at 14.97 vs 14.39 (+3.9%)
- closed below delta neutral at 13.88 vs 14.07 (-1.4%)
- closed below gamma max at 14.43 vs 16.03 (-11.1%)
- closed above gamma max at 15.09 vs 14.78 (+2.1%)
- closed above delta neutral at 14.55 vs 14.09 (+3.2%)
- closed below gamma max at 14.14 vs 21.04 (-48.8%)
- closed above gamma max at 14.56 vs 14.25 (+2.1%)
- closed below delta neutral at 17.67 vs 18.55 (-5.0%)
- closed above delta neutral at 19.34 vs 19.23 (+0.6%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/TTD
Questions people ask about TTD
Where is TTD's gamma max today?
As of Oct 2, 2026, the gamma max for TTD is 15.05, +26.1% from the 11.94 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 TTD above or below its delta neutral price?
TTD closed below delta neutral: 11.94 against a delta neutral price of 12.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TTD have?
855,538 contracts of open interest across 519 listed contracts on Oct 2, 2026, -3.6% 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.