TAN gamma max, delta neutral & open interest levels
As of close · rank #984 by open interest · snapshot page
TAN closed 28.1% below its gamma max of 60.40. It is 5.3% below the delta neutral price of 49.63. Total open interest is 53,539, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TAN
Where is TAN's gamma max today?
As of Sep 11, 2026, the gamma max for TAN is 60.40, +28.1% from the 47.15 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 TAN above or below its delta neutral price?
TAN closed below delta neutral: 47.15 against a delta neutral price of 49.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TAN have?
53,539 contracts of open interest across 430 listed contracts on Sep 11, 2026, +1.2% 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.