Data through close

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

As of close · rank #1750 by open interest · snapshot page

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TWST's nearest-expiration max pain is 170.00 for 2026-10-16, its GEX flip is 187.26, net GEX is 15,069, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
188.67
prev 188.05
Gamma max
226.60
+20.1% from close
Delta neutral
168.48
-10.7% from close
Gamma neutral
187.26
-0.7% from close
Open interest
15,592
+6.0% vs prev
Contracts listed
245
209 calls · 164 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
170.00
-9.9% from close
2026-10-16
GEX flip
187.26
-0.7% from close
Net GEX
15,069
96,647 per 100k OI
Call wall
200.00
+6.0% from close
Put wall
170.00
-9.9% from close
Put/call OI
0.77
6,775 puts / 8,817 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
68.8
within trailing 52-week range
Front / back ATM IV
+87.8% / +99.1%
-11.3 pp front premium
Expected move
+17.2%
14 DTE · one standard deviation
ATM straddle / spot
+13.1%
front-window midpoint premium
25Δ risk reversal
-6.9 pp
put IV minus call IV
IV butterfly
1.3 pp
front-window smile convexity
Volume / open interest
0.05
717 contracts traded
Normalized net delta
0.321
option-holder convention
Modeled dealer delta
-0.321
opposite-side scenario
Vanna / 100k OI
-795
volatility-sensitive delta
Charm / 100k OI
-4,108,742
time-decay-sensitive delta
IV surface range
27.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TWST closed 20.1% below its gamma max of 226.60. It is 10.7% above the delta neutral price of 168.48. Total open interest is 15,592, +6.0% 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

← VIPS (#1749) AIRS (#1751) →

Questions people ask about TWST

Where is TWST's gamma max today?

As of Oct 2, 2026, the gamma max for TWST is 226.60, +20.1% from the 188.67 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 TWST above or below its delta neutral price?

TWST closed above delta neutral: 188.67 against a delta neutral price of 168.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TWST have?

15,592 contracts of open interest across 245 listed contracts on Oct 2, 2026, +6.0% 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.