Data through close

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

As of close · rank #3079 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

TUA's nearest-expiration max pain is 19.00 for 2026-10-16, net GEX is 578,079, its put/call open-interest ratio is 0.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.14
prev 19.24
Gamma max
19.94
+4.2% from close
Delta neutral
1.93
-89.9% from close
Gamma neutral
19.14
0.0% from close
Open interest
2,383
+329.4% vs prev
Contracts listed
22
19 calls · 3 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
19.00
-0.7% from close
2026-10-16
GEX flip
–
Net GEX
578,079
24,258,455 per 100k OI
Call wall
20.00
+4.5% from close
Put wall
19.00
-0.7% from close
Put/call OI
0.02
42 puts / 2,341 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
59.1
within trailing 52-week range
Front / back ATM IV
+37.1% / +18.7%
18.5 pp front premium
Expected move
+7.3%
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
0.21
500 contracts traded
Normalized net delta
0.396
option-holder convention
Modeled dealer delta
-0.393
opposite-side scenario
Vanna / 100k OI
2,602
volatility-sensitive delta
Charm / 100k OI
-267,436
time-decay-sensitive delta
IV surface range
111.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TUA closed 4.2% below its gamma max of 19.94. It is 89.9% above the delta neutral price of 1.93. Total open interest is 2,383, +329.4% 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

← CHEF (#3078) TPVG (#3080) →

Questions people ask about TUA

Where is TUA's gamma max today?

As of Oct 2, 2026, the gamma max for TUA is 19.94, +4.2% from the 19.14 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 TUA above or below its delta neutral price?

TUA closed above delta neutral: 19.14 against a delta neutral price of 1.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TUA have?

2,383 contracts of open interest across 22 listed contracts on Oct 2, 2026, +329.4% 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.