TEM gamma max, delta neutral & open interest levels
As of close · rank #266 by open interest · 508 sessions of history since Sep 3, 2024
TEM closed 24.6% below its gamma max of 73.52. It is 15.1% above the delta neutral price of 50.08. Total open interest is 390,526, -3.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 11 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 86th |
| Open interest change, 5 sessions | -4.3% |
| Open interest change, 21 sessions | +16.0% |
| History available | Sep 3, 2024 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 66.17 vs 72.16 (-9.0%)
- closed above gamma max at 66.65 vs 65.82 (+1.3%)
- closed above delta neutral at 46.05 vs 44.18 (+4.1%)
- closed below delta neutral at 43.87 vs 43.90 (-0.1%)
- closed above delta neutral at 44.29 vs 43.79 (+1.1%)
- closed below delta neutral at 42.69 vs 44.74 (-4.8%)
- closed below gamma max at 60.27 vs 63.59 (-5.5%)
- closed above gamma max at 61.36 vs 61.25 (+0.2%)
- closed above delta neutral at 46.66 vs 46.21 (+1.0%)
- closed below delta neutral at 46.95 vs 48.08 (-2.4%)
In today's screens
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Neighbours by open interest
Questions people ask about TEM
Where is TEM's gamma max today?
As of Sep 11, 2026, the gamma max for TEM is 73.52, +24.6% from the 59.01 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 TEM above or below its delta neutral price?
TEM closed above delta neutral: 59.01 against a delta neutral price of 50.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TEM have?
390,526 contracts of open interest across 659 listed contracts on Sep 11, 2026, -3.3% 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.