TAP gamma max, delta neutral & open interest levels
As of close · rank #1316 by open interest · snapshot page
TAP closed 13.9% below its gamma max of 44.34. It is 5.9% below the delta neutral price of 41.21. Total open interest is 31,216, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TAP
Where is TAP's gamma max today?
As of Sep 11, 2026, the gamma max for TAP is 44.34, +13.9% from the 38.93 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 TAP above or below its delta neutral price?
TAP closed below delta neutral: 38.93 against a delta neutral price of 41.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TAP have?
31,216 contracts of open interest across 140 listed contracts on Sep 11, 2026, +1.0% 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.