Data through close

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

As of close · rank #760 by open interest · snapshot page

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TWLO's nearest-expiration max pain is 290.00 for 2026-10-09, its GEX flip is 272.94, net GEX is 1,243,355, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
294.58
prev 301.27
Gamma max
320.59
+8.8% from close
Delta neutral
259.86
-11.8% from close
Gamma neutral
272.94
-7.3% from close
Open interest
77,776
-8.4% vs prev
Contracts listed
844
603 calls · 533 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
290.00
-1.6% from close
2026-10-09
GEX flip
272.94
-7.3% from close
Net GEX
1,243,355
1,598,636 per 100k OI
Call wall
310.00
+5.2% from close
Put wall
280.00
-4.9% from close
Put/call OI
0.75
33,344 puts / 44,432 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
64.1
within trailing 52-week range
Front / back ATM IV
+58.9% / +72.9%
-13.9 pp front premium
Expected move
+8.2%
7 DTE · one standard deviation
ATM straddle / spot
+6.2%
front-window midpoint premium
25Δ risk reversal
-1.9 pp
put IV minus call IV
IV butterfly
-3.0 pp
front-window smile convexity
Volume / open interest
0.10
8,623 contracts traded
Normalized net delta
0.307
option-holder convention
Modeled dealer delta
-0.296
opposite-side scenario
Vanna / 100k OI
-289
volatility-sensitive delta
Charm / 100k OI
-3,781,626
time-decay-sensitive delta
IV surface range
93.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TWLO closed 8.8% below its gamma max of 320.59. It is 11.8% above the delta neutral price of 259.86. Total open interest is 77,776, -8.4% 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

← FLUT (#759) ALLY (#761) →

Questions people ask about TWLO

Where is TWLO's gamma max today?

As of Oct 2, 2026, the gamma max for TWLO is 320.59, +8.8% from the 294.58 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 TWLO above or below its delta neutral price?

TWLO closed above delta neutral: 294.58 against a delta neutral price of 259.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TWLO have?

77,776 contracts of open interest across 844 listed contracts on Oct 2, 2026, -8.4% 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.