TDAY gamma max, delta neutral & open interest levels
As of close · rank #2128 by open interest · snapshot page
TDAY closed 6.5% below its gamma max of 6.78. It is 41.1% above the delta neutral price of 3.74. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,395, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TDAY
Where is TDAY's gamma max today?
As of Sep 11, 2026, the gamma max for TDAY is 6.78, +6.5% from the 6.36 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 TDAY above or below its delta neutral price?
TDAY closed above delta neutral: 6.36 against a delta neutral price of 3.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TDAY have?
10,395 contracts of open interest across 58 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.