Data through close

TBCH gamma max, delta neutral & open interest levels

As of close · rank #1641 by open interest · snapshot page

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Close
12.81
prev 11.84
Gamma max
13.19
+3.0% from close
Delta neutral
7.54
-41.1% from close
Gamma neutral
12.81
0.0% from close
Open interest
19,731
+0.0% vs prev
Contracts listed
37
29 calls · 13 puts

TBCH closed 3.0% below its gamma max of 13.19. It is 41.1% above the delta neutral price of 7.54. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,731, +0.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about TBCH

Where is TBCH's gamma max today?

As of Sep 11, 2026, the gamma max for TBCH is 13.19, +3.0% from the 12.81 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 TBCH above or below its delta neutral price?

TBCH closed above delta neutral: 12.81 against a delta neutral price of 7.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TBCH have?

19,731 contracts of open interest across 37 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.