TLN gamma max, delta neutral & open interest levels
As of close · rank #622 by open interest · 508 sessions of history since Sep 3, 2024
TLN closed 25.3% below its gamma max of 391.76. It is 0.2% below the delta neutral price of 313.47. Total open interest is 111,007, -1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +4.2% |
| Open interest change, 21 sessions | +6.0% |
| History available | Sep 3, 2024 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 311.54 vs 312.08 (-0.2%)
- closed above delta neutral at 317.00 vs 313.98 (+1.0%)
- closed below delta neutral at 317.66 vs 325.27 (-2.4%)
- closed above delta neutral at 332.54 vs 329.80 (+0.8%)
- closed below delta neutral at 326.05 vs 336.91 (-3.3%)
- closed below gamma max at 438.12 vs 444.10 (-1.4%)
- closed above gamma max at 406.51 vs 398.56 (+2.0%)
- closed below gamma max at 390.55 vs 405.89 (-3.9%)
- closed above gamma max at 409.99 vs 409.13 (+0.2%)
- closed below gamma max at 365.35 vs 394.91 (-8.1%)
In today's screens
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Neighbours by open interest
Questions people ask about TLN
Where is TLN's gamma max today?
As of Sep 11, 2026, the gamma max for TLN is 391.76, +25.3% from the 312.74 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 TLN above or below its delta neutral price?
TLN closed below delta neutral: 312.74 against a delta neutral price of 313.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TLN have?
111,007 contracts of open interest across 903 listed contracts on Sep 11, 2026, -1.7% 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.