Data through close

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

As of close · rank #2617 by open interest · snapshot page

TYRA's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 83.43, net GEX is -495,681, its put/call open-interest ratio is 13.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.43
prev 21.01
Gamma max
55.00
+169.2% from close
Delta neutral
40.60
+98.7% from close
Gamma neutral
83.43
+308.4% from close
Open interest
4,722
-0.0% vs prev
Contracts listed
44
36 calls · 21 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
22.50
+10.1% from close
2026-10-16
GEX flip
83.43
+308.4% from close
Net GEX
-495,681
-10,497,272 per 100k OI
Call wall
22.50
+10.1% from close
Put wall
22.50
+10.1% from close
Put/call OI
13.48
4,396 puts / 326 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
100.0
within trailing 52-week range
Front / back ATM IV
+106.3% / +66.2%
40.1 pp front premium
Expected move
+20.8%
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
0.02
76 contracts traded
Normalized net delta
-0.657
option-holder convention
Modeled dealer delta
0.657
opposite-side scenario
Vanna / 100k OI
-2,520
volatility-sensitive delta
Charm / 100k OI
4,236,595
time-decay-sensitive delta
IV surface range
111.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

TYRA closed 169.2% below its gamma max of 55.00. It is 98.7% below the delta neutral price of 40.60. Total open interest is 4,722, -0.0% 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

Questions people ask about TYRA

Where is TYRA's gamma max today?

As of Oct 2, 2026, the gamma max for TYRA is 55.00, +169.2% from the 20.43 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 TYRA above or below its delta neutral price?

TYRA closed below delta neutral: 20.43 against a delta neutral price of 40.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TYRA have?

4,722 contracts of open interest across 44 listed contracts on Oct 2, 2026, -0.0% 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.