THC gamma max, delta neutral & open interest levels
As of close · rank #1608 by open interest · snapshot page
THC closed 9.7% below its gamma max of 289.35. It is 7.1% above the delta neutral price of 244.95. Total open interest is 20,574, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about THC
Where is THC's gamma max today?
As of Sep 11, 2026, the gamma max for THC is 289.35, +9.7% from the 263.69 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 THC above or below its delta neutral price?
THC closed above delta neutral: 263.69 against a delta neutral price of 244.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does THC have?
20,574 contracts of open interest across 367 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.