TBT gamma max, delta neutral & open interest levels
As of close · rank #1335 by open interest · snapshot page
TBT closed 0.6% below its gamma max of 39.73. It is 5.1% above the delta neutral price of 37.50. Total open interest is 30,338, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TBT
Where is TBT's gamma max today?
As of Sep 11, 2026, the gamma max for TBT is 39.73, +0.6% from the 39.51 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 TBT above or below its delta neutral price?
TBT closed above delta neutral: 39.51 against a delta neutral price of 37.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TBT have?
30,338 contracts of open interest across 170 listed contracts on Sep 11, 2026, +1.9% 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.