TEX gamma max, delta neutral & open interest levels
As of close · rank #1587 by open interest · snapshot page
TEX closed 1.4% above its gamma max of 59.99. It is 13.2% above the delta neutral price of 52.79. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 21,161, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TEX
Where is TEX's gamma max today?
As of Sep 11, 2026, the gamma max for TEX is 59.99, -1.4% from the 60.82 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 TEX above or below its delta neutral price?
TEX closed above delta neutral: 60.82 against a delta neutral price of 52.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TEX have?
21,161 contracts of open interest across 78 listed contracts on Sep 11, 2026, +0.5% 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.