TAC gamma max, delta neutral & open interest levels
As of close · rank #1378 by open interest · snapshot page
TAC closed 18.6% below its gamma max of 14.33. It is 9.1% above the delta neutral price of 10.98. Total open interest is 28,581, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TAC
Where is TAC's gamma max today?
As of Sep 11, 2026, the gamma max for TAC is 14.33, +18.6% from the 12.08 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 TAC above or below its delta neutral price?
TAC closed above delta neutral: 12.08 against a delta neutral price of 10.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TAC have?
28,581 contracts of open interest across 83 listed contracts on Sep 11, 2026, 0.0% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.