TFC gamma max, delta neutral & open interest levels
As of close · rank #499 by open interest · 1,379 sessions of history since Dec 1, 2020
TFC closed 5.8% below its gamma max of 53.30. It is 1.7% above the delta neutral price of 49.56. Total open interest is 157,594, -0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 30th |
| Open interest change, 5 sessions | +5.7% |
| Open interest change, 21 sessions | +5.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 53.10 vs 54.76 (-3.1%)
- closed above gamma max at 52.99 vs 52.72 (+0.5%)
- closed below gamma max at 52.50 vs 54.50 (-3.8%)
- closed above gamma max at 52.80 vs 52.67 (+0.2%)
- closed above delta neutral at 48.33 vs 46.73 (+3.3%)
- closed below delta neutral at 48.17 vs 48.54 (-0.8%)
- closed above delta neutral at 49.18 vs 48.23 (+1.9%)
- closed below delta neutral at 47.42 vs 47.53 (-0.2%)
- closed above delta neutral at 48.10 vs 47.77 (+0.7%)
- closed below delta neutral at 46.87 vs 47.67 (-1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about TFC
Where is TFC's gamma max today?
As of Sep 11, 2026, the gamma max for TFC is 53.30, +5.8% from the 50.40 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 TFC above or below its delta neutral price?
TFC closed above delta neutral: 50.40 against a delta neutral price of 49.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TFC have?
157,594 contracts of open interest across 259 listed contracts on Sep 11, 2026, -0.1% 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.