TCOM gamma max, delta neutral & open interest levels
As of close · rank #595 by open interest · 1,379 sessions of history since Dec 1, 2020
TCOM closed 44.4% below its gamma max of 56.35. It is 15.9% below the delta neutral price of 45.24. Total open interest is 120,321, -0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 5 |
| Open interest percentile (1y) | 84th |
| Open interest change, 5 sessions | +1.8% |
| Open interest change, 21 sessions | -18.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 55.19 vs 55.27 (-0.1%)
- closed above delta neutral at 54.69 vs 54.41 (+0.5%)
- closed below delta neutral at 62.44 vs 63.21 (-1.2%)
- closed above delta neutral at 63.97 vs 63.39 (+0.9%)
- closed below delta neutral at 62.78 vs 67.30 (-7.2%)
- closed below gamma max at 73.75 vs 74.18 (-0.6%)
- closed above gamma max at 75.03 vs 73.40 (+2.2%)
- closed above delta neutral at 62.37 vs 61.42 (+1.5%)
- closed below delta neutral at 60.31 vs 60.57 (-0.4%)
- closed above delta neutral at 61.86 vs 60.79 (+1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about TCOM
Where is TCOM's gamma max today?
As of Sep 11, 2026, the gamma max for TCOM is 56.35, +44.4% from the 39.02 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 TCOM above or below its delta neutral price?
TCOM closed below delta neutral: 39.02 against a delta neutral price of 45.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TCOM have?
120,321 contracts of open interest across 153 listed contracts on Sep 11, 2026, -0.1% 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.