TJX gamma max, delta neutral & open interest levels
As of close · rank #515 by open interest · 1,379 sessions of history since Dec 1, 2020
TJX closed 18.7% below its gamma max of 149.64. It is 4.0% below the delta neutral price of 131.04. Total open interest is 152,098, -2.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 5 |
| Open interest percentile (1y) | 85th |
| Open interest change, 5 sessions | +6.0% |
| Open interest change, 21 sessions | +21.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 144.59 vs 148.45 (-2.7%)
- closed above delta neutral at 150.96 vs 150.91 (+0.0%)
- closed below delta neutral at 150.93 vs 150.96 (-0.0%)
- closed below gamma max at 158.63 vs 166.33 (-4.9%)
- closed above gamma max at 157.86 vs 155.07 (+1.8%)
- closed below gamma max at 154.86 vs 156.14 (-0.8%)
- closed above gamma max at 159.21 vs 157.96 (+0.8%)
- closed above delta neutral at 147.43 vs 147.32 (+0.1%)
- closed below delta neutral at 148.85 vs 150.41 (-1.0%)
- closed below gamma max at 153.61 vs 156.28 (-1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about TJX
Where is TJX's gamma max today?
As of Sep 11, 2026, the gamma max for TJX is 149.64, +18.7% from the 126.02 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 TJX above or below its delta neutral price?
TJX closed below delta neutral: 126.02 against a delta neutral price of 131.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TJX have?
152,098 contracts of open interest across 501 listed contracts on Sep 11, 2026, -2.6% 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.