TEVA gamma max, delta neutral & open interest levels
As of close · rank #264 by open interest · 1,379 sessions of history since Dec 1, 2020
TEVA closed 6.5% below its gamma max of 39.51. It is 15.3% above the delta neutral price of 31.43. Total open interest is 395,592, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 25% |
| Gamma max crosses | 42 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 11th |
| Open interest change, 5 sessions | -0.6% |
| Open interest change, 21 sessions | -3.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 36.81 vs 37.51 (-1.9%)
- closed above gamma max at 37.47 vs 37.28 (+0.5%)
- closed below gamma max at 35.01 vs 36.65 (-4.7%)
- closed above gamma max at 35.41 vs 35.00 (+1.2%)
- closed below gamma max at 34.67 vs 35.05 (-1.1%)
- closed above gamma max at 35.31 vs 34.95 (+1.0%)
- closed below gamma max at 33.56 vs 34.50 (-2.8%)
- closed above gamma max at 33.88 vs 33.22 (+2.0%)
- closed below gamma max at 33.67 vs 34.13 (-1.4%)
- closed above gamma max at 34.06 vs 34.06 (+0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about TEVA
Where is TEVA's gamma max today?
As of Sep 11, 2026, the gamma max for TEVA is 39.51, +6.5% from the 37.09 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 TEVA above or below its delta neutral price?
TEVA closed above delta neutral: 37.09 against a delta neutral price of 31.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TEVA have?
395,592 contracts of open interest across 299 listed contracts on Sep 11, 2026, -2.3% 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.