TNK gamma max, delta neutral & open interest levels
As of close · rank #1855 by open interest · snapshot page
TNK closed 1.5% above its gamma max of 99.28. It is 19.4% above the delta neutral price of 81.28. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 14,936, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TNK
Where is TNK's gamma max today?
As of Sep 11, 2026, the gamma max for TNK is 99.28, -1.5% from the 100.83 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 TNK above or below its delta neutral price?
TNK closed above delta neutral: 100.83 against a delta neutral price of 81.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TNK have?
14,936 contracts of open interest across 80 listed contracts on Sep 11, 2026, +0.9% 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.