TNDM gamma max, delta neutral & open interest levels
As of close · rank #2081 by open interest · snapshot page
TNDM closed 13.8% below its gamma max of 19.48. It is 24.3% above the delta neutral price of 12.95. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,912, -1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TNDM
Where is TNDM's gamma max today?
As of Sep 11, 2026, the gamma max for TNDM is 19.48, +13.8% from the 17.11 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 TNDM above or below its delta neutral price?
TNDM closed above delta neutral: 17.11 against a delta neutral price of 12.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TNDM have?
10,912 contracts of open interest across 156 listed contracts on Sep 11, 2026, -1.9% 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.