TER gamma max, delta neutral & open interest levels
As of close · rank #827 by open interest · snapshot page
TER closed 17.7% below its gamma max of 447.08. It is 12.4% above the delta neutral price of 332.79. Total open interest is 70,843, -4.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TER
Where is TER's gamma max today?
As of Sep 11, 2026, the gamma max for TER is 447.08, +17.7% from the 379.72 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 TER above or below its delta neutral price?
TER closed above delta neutral: 379.72 against a delta neutral price of 332.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TER have?
70,843 contracts of open interest across 1,062 listed contracts on Sep 11, 2026, -4.6% 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.