TLRY gamma max, delta neutral & open interest levels
As of close · rank #469 by open interest · 1,379 sessions of history since Dec 1, 2020
TLRY closed 22.4% below its gamma max of 4.92. It is 6.4% above the delta neutral price of 3.76. Total open interest is 178,690, -5.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 25 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 62th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | +7.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 6.94 vs 7.64 (-10.1%)
- closed above gamma max at 7.87 vs 7.86 (+0.2%)
- closed above delta neutral at 6.21 vs 5.54 (+10.8%)
- closed below delta neutral at 7.50 vs 9.48 (-26.4%)
- closed above delta neutral at 7.89 vs 7.78 (+1.4%)
- closed below delta neutral at 7.62 vs 7.77 (-2.0%)
- closed above delta neutral at 7.83 vs 7.79 (+0.5%)
- closed below delta neutral at 7.70 vs 7.77 (-1.0%)
- closed above delta neutral at 7.58 vs 7.57 (+0.1%)
- closed below delta neutral at 8.42 vs 8.49 (-0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about TLRY
Where is TLRY's gamma max today?
As of Sep 11, 2026, the gamma max for TLRY is 4.92, +22.4% from the 4.02 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 TLRY above or below its delta neutral price?
TLRY closed above delta neutral: 4.02 against a delta neutral price of 3.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TLRY have?
178,690 contracts of open interest across 290 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.