TOL gamma max, delta neutral & open interest levels
As of close · rank #1357 by open interest · snapshot page
TOL closed 16.8% below its gamma max of 157.52. It is 2.0% below the delta neutral price of 137.60. Total open interest is 29,345, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TOL
Where is TOL's gamma max today?
As of Sep 11, 2026, the gamma max for TOL is 157.52, +16.8% from the 134.92 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 TOL above or below its delta neutral price?
TOL closed below delta neutral: 134.92 against a delta neutral price of 137.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TOL have?
29,345 contracts of open interest across 303 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.