Data through close

TIGO gamma max, delta neutral & open interest levels

As of close · rank #1998 by open interest · snapshot page

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Close
96.68
prev 96.47
Gamma max
98.00
+1.4% from close
Delta neutral
63.89
-33.9% from close
Gamma neutral
31.03
-67.9% from close
Open interest
12,249
+5.5% vs prev
Contracts listed
119
78 calls · 60 puts

TIGO closed 1.4% below its gamma max of 98.00. It is 33.9% above the delta neutral price of 63.89. Total open interest is 12,249, +5.5% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about TIGO

Where is TIGO's gamma max today?

As of Sep 11, 2026, the gamma max for TIGO is 98.00, +1.4% from the 96.68 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 TIGO above or below its delta neutral price?

TIGO closed above delta neutral: 96.68 against a delta neutral price of 63.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does TIGO have?

12,249 contracts of open interest across 119 listed contracts on Sep 11, 2026, +5.5% 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.