TDW gamma max, delta neutral & open interest levels
As of close · rank #1677 by open interest · snapshot page
TDW closed 1.8% above its gamma max of 91.31. It is 19.7% above the delta neutral price of 74.68. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,013, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TDW
Where is TDW's gamma max today?
As of Sep 11, 2026, the gamma max for TDW is 91.31, -1.8% from the 92.97 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 TDW above or below its delta neutral price?
TDW closed above delta neutral: 92.97 against a delta neutral price of 74.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TDW have?
19,013 contracts of open interest across 98 listed contracts on Sep 11, 2026, +0.2% 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.