TMO gamma max, delta neutral & open interest levels
As of close · rank #920 by open interest · snapshot page
TMO closed 4.4% below its gamma max of 636.60. It is 9.7% above the delta neutral price of 550.86. Total open interest is 59,428, -6.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TMO
Where is TMO's gamma max today?
As of Sep 11, 2026, the gamma max for TMO is 636.60, +4.4% from the 609.82 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 TMO above or below its delta neutral price?
TMO closed above delta neutral: 609.82 against a delta neutral price of 550.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TMO have?
59,428 contracts of open interest across 864 listed contracts on Sep 11, 2026, -6.3% 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.