TNA gamma max, delta neutral & open interest levels
As of close · rank #599 by open interest · 1,379 sessions of history since Dec 1, 2020
TNA closed 18.5% below its gamma max of 76.80. It is 2.5% above the delta neutral price of 63.20. Total open interest is 118,119, -8.8% 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 | 21 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 8th |
| Open interest change, 5 sessions | -7.0% |
| Open interest change, 21 sessions | -2.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 64.81 vs 63.20 (+2.5%)
- closed below delta neutral at 64.12 vs 64.49 (-0.6%)
- closed below gamma max at 73.50 vs 75.68 (-3.0%)
- closed above gamma max at 74.97 vs 74.38 (+0.8%)
- closed below gamma max at 63.68 vs 67.23 (-5.6%)
- closed above gamma max at 67.06 vs 67.01 (+0.1%)
- closed below gamma max at 61.15 vs 62.00 (-1.4%)
- closed above gamma max at 60.13 vs 58.57 (+2.6%)
- closed below gamma max at 51.78 vs 52.47 (-1.3%)
- closed above gamma max at 50.88 vs 50.13 (+1.5%)
In today's screens
Neighbours by open interest
Questions people ask about TNA
Where is TNA's gamma max today?
As of Sep 11, 2026, the gamma max for TNA is 76.80, +18.5% from the 64.81 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 TNA above or below its delta neutral price?
TNA closed above delta neutral: 64.81 against a delta neutral price of 63.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TNA have?
118,119 contracts of open interest across 815 listed contracts on Sep 11, 2026, -8.8% 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.