TENB gamma max, delta neutral & open interest levels
As of close · rank #1392 by open interest · snapshot page
TENB closed 24.7% below its gamma max of 37.54. It is 6.1% above the delta neutral price of 28.27. Total open interest is 27,780, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TENB
Where is TENB's gamma max today?
As of Sep 11, 2026, the gamma max for TENB is 37.54, +24.7% from the 30.11 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 TENB above or below its delta neutral price?
TENB closed above delta neutral: 30.11 against a delta neutral price of 28.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TENB have?
27,780 contracts of open interest across 225 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.