TAL gamma max, delta neutral & open interest levels
As of close · rank #1153 by open interest · snapshot page
TAL closed 8.0% below its gamma max of 12.75. It is 7.2% above the delta neutral price of 10.96. Total open interest is 40,125, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TAL
Where is TAL's gamma max today?
As of Sep 11, 2026, the gamma max for TAL is 12.75, +8.0% from the 11.81 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 TAL above or below its delta neutral price?
TAL closed above delta neutral: 11.81 against a delta neutral price of 10.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TAL have?
40,125 contracts of open interest across 93 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.