Data through close

TDOC gamma max, delta neutral & open interest levels

As of close · rank #442 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
6.16
prev 6.09
Gamma max
7.00
+13.6% from close
Delta neutral
5.92
-3.8% from close
Gamma neutral
6.16
0.0% from close
Open interest
192,915
-1.0% vs prev
Contracts listed
166
108 calls · 72 puts

TDOC closed 13.6% below its gamma max of 7.00. It is 3.8% above the delta neutral price of 5.92. Total open interest is 192,915, -1.0% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max6%
Gamma max crosses22
Delta neutral crosses10
Open interest percentile (1y)12th
Open interest change, 5 sessions+2.0%
Open interest change, 21 sessions-1.5%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 9.47 vs 9.73 (-2.7%)
  2. closed above gamma max at 9.72 vs 9.61 (+1.1%)
  3. closed below gamma max at 9.27 vs 9.64 (-4.0%)
  4. closed above gamma max at 9.65 vs 9.60 (+0.5%)
  5. closed below gamma max at 9.52 vs 9.82 (-3.2%)
  6. closed above gamma max at 9.31 vs 8.95 (+3.8%)
  7. closed below gamma max at 9.20 vs 9.23 (-0.3%)
  8. closed above gamma max at 9.09 vs 9.00 (+0.9%)
  9. closed below gamma max at 7.58 vs 7.95 (-4.9%)
  10. closed above gamma max at 8.05 vs 7.44 (+7.6%)

In today's screens

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Neighbours by open interest

Questions people ask about TDOC

Where is TDOC's gamma max today?

As of Sep 11, 2026, the gamma max for TDOC is 7.00, +13.6% from the 6.16 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 TDOC above or below its delta neutral price?

TDOC closed above delta neutral: 6.16 against a delta neutral price of 5.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TDOC have?

192,915 contracts of open interest across 166 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.