TIGR gamma max, delta neutral & open interest levels
As of close · rank #486 by open interest · 1,379 sessions of history since Dec 1, 2020
TIGR closed 13.9% below its gamma max of 5.50. It is 3.6% below the delta neutral price of 5.00. Total open interest is 166,341, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 40th |
| Open interest change, 5 sessions | -2.0% |
| Open interest change, 21 sessions | +14.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 5.00 vs 5.02 (-0.4%)
- closed below gamma max at 5.08 vs 5.54 (-9.0%)
- closed above delta neutral at 5.07 vs 5.03 (+0.8%)
- closed above gamma max at 5.07 vs 5.01 (+1.2%)
- closed below delta neutral at 4.79 vs 5.01 (-4.6%)
- closed above delta neutral at 5.04 vs 5.03 (+0.1%)
- closed below delta neutral at 5.05 vs 5.05 (-0.1%)
- closed below gamma max at 5.46 vs 5.53 (-1.2%)
- closed above gamma max at 5.07 vs 5.00 (+1.3%)
- closed above delta neutral at 4.84 vs 4.84 (+0.0%)
In today's screens
Neighbours by open interest
Questions people ask about TIGR
Where is TIGR's gamma max today?
As of Sep 11, 2026, the gamma max for TIGR is 5.50, +13.9% from the 4.83 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 TIGR above or below its delta neutral price?
TIGR closed below delta neutral: 4.83 against a delta neutral price of 5.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TIGR have?
166,341 contracts of open interest across 184 listed contracts on Sep 11, 2026, -1.9% 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.