TEN gamma max, delta neutral & open interest levels
As of close · rank #1757 by open interest · snapshot page
TEN closed 5.8% above its gamma max of 45.10. It is 21.3% above the delta neutral price of 37.68. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 16,942, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TEN
Where is TEN's gamma max today?
As of Sep 11, 2026, the gamma max for TEN is 45.10, -5.8% from the 47.90 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 TEN above or below its delta neutral price?
TEN closed above delta neutral: 47.90 against a delta neutral price of 37.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TEN have?
16,942 contracts of open interest across 58 listed contracts on Sep 11, 2026, +1.7% 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.