TMF gamma max, delta neutral & open interest levels
As of close · rank #397 by open interest · 1,379 sessions of history since Dec 1, 2020
TMF closed 17.5% below its gamma max of 34.44. It is 7.0% below the delta neutral price of 31.38. Total open interest is 222,455, -2.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 7 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 29th |
| Open interest change, 5 sessions | -3.2% |
| Open interest change, 21 sessions | -1.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 35.55 vs 35.72 (-0.5%)
- closed above delta neutral at 36.74 vs 35.78 (+2.6%)
- closed below delta neutral at 35.33 vs 35.87 (-1.5%)
- closed above delta neutral at 35.56 vs 35.53 (+0.1%)
- closed below delta neutral at 36.33 vs 36.78 (-1.2%)
- closed below gamma max at 36.33 vs 36.66 (-0.9%)
- closed above gamma max at 35.92 vs 35.63 (+0.8%)
- closed above delta neutral at 35.17 vs 35.15 (+0.1%)
- closed below delta neutral at 35.16 vs 35.40 (-0.7%)
- closed above delta neutral at 35.49 vs 35.08 (+1.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about TMF
Where is TMF's gamma max today?
As of Sep 11, 2026, the gamma max for TMF is 34.44, +17.5% from the 29.31 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 TMF above or below its delta neutral price?
TMF closed below delta neutral: 29.31 against a delta neutral price of 31.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TMF have?
222,455 contracts of open interest across 516 listed contracts on Sep 11, 2026, -2.2% 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.