TH gamma max, delta neutral & open interest levels
As of close · rank #1276 by open interest · snapshot page
TH closed 65.0% above its gamma max of 6.75. It is 37.4% above the delta neutral price of 12.04. Total open interest is 33,163, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TH
Where is TH's gamma max today?
As of Sep 11, 2026, the gamma max for TH is 6.75, -65.0% from the 19.25 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 TH above or below its delta neutral price?
TH closed above delta neutral: 19.25 against a delta neutral price of 12.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TH have?
33,163 contracts of open interest across 117 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.