Data through close

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

As of close · rank #3426 by open interest · snapshot page

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TYD's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 187,484, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.87
prev 20.06
Gamma max
20.58
+3.6% from close
Delta neutral
18.00
-9.4% from close
Gamma neutral
19.87
0.0% from close
Open interest
1,488
+3.2% vs prev
Contracts listed
52
41 calls · 17 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
20.00
+0.7% from close
2026-10-16
GEX flip
–
Net GEX
187,484
12,599,740 per 100k OI
Call wall
20.00
+0.7% from close
Put wall
20.00
+0.7% from close
Put/call OI
0.16
205 puts / 1,283 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
7.1
within trailing 52-week range
Front / back ATM IV
+21.5% / +25.0%
-3.5 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+7.0%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
1.0 pp
front-window smile convexity
Volume / open interest
0.08
115 contracts traded
Normalized net delta
0.187
option-holder convention
Modeled dealer delta
-0.158
opposite-side scenario
Vanna / 100k OI
874
volatility-sensitive delta
Charm / 100k OI
-84,543
time-decay-sensitive delta
IV surface range
45.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TYD closed 3.6% below its gamma max of 20.58. It is 9.4% above the delta neutral price of 18.00. Total open interest is 1,488, +3.2% 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

← SKWD (#3425) RMR (#3427) →

Questions people ask about TYD

Where is TYD's gamma max today?

As of Oct 2, 2026, the gamma max for TYD is 20.58, +3.6% from the 19.87 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 TYD above or below its delta neutral price?

TYD closed above delta neutral: 19.87 against a delta neutral price of 18.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TYD have?

1,488 contracts of open interest across 52 listed contracts on Oct 2, 2026, +3.2% 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.