TFPM gamma max, delta neutral & open interest levels
As of close · rank #2040 by open interest · snapshot page
TFPM closed 6.3% below its gamma max of 35.92. It is 13.0% above the delta neutral price of 29.40. Total open interest is 11,683, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TFPM
Where is TFPM's gamma max today?
As of Sep 11, 2026, the gamma max for TFPM is 35.92, +6.3% from the 33.78 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 TFPM above or below its delta neutral price?
TFPM closed above delta neutral: 33.78 against a delta neutral price of 29.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TFPM have?
11,683 contracts of open interest across 52 listed contracts on Sep 11, 2026, +0.4% 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.