TOST gamma max, delta neutral & open interest levels
As of close · rank #298 by open interest · 1,171 sessions of history since Sep 29, 2021
TOST closed 16.9% below its gamma max of 37.54. It is 8.4% above the delta neutral price of 29.42. Total open interest is 330,064, -5.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | -6.2% |
| Open interest change, 21 sessions | -0.9% |
| History available | Sep 29, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 34.75 vs 36.31 (-4.5%)
- closed above gamma max at 35.22 vs 35.06 (+0.5%)
- closed below gamma max at 32.27 vs 36.10 (-11.9%)
- closed above gamma max at 32.85 vs 32.66 (+0.6%)
- closed below gamma max at 30.33 vs 30.41 (-0.3%)
- closed above gamma max at 30.39 vs 30.30 (+0.3%)
- closed above delta neutral at 26.02 vs 24.64 (+5.3%)
- closed below delta neutral at 24.41 vs 24.61 (-0.8%)
- closed above delta neutral at 24.69 vs 24.53 (+0.6%)
- closed below delta neutral at 24.30 vs 24.39 (-0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about TOST
Where is TOST's gamma max today?
As of Sep 11, 2026, the gamma max for TOST is 37.54, +16.9% from the 32.12 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 TOST above or below its delta neutral price?
TOST closed above delta neutral: 32.12 against a delta neutral price of 29.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TOST have?
330,064 contracts of open interest across 464 listed contracts on Sep 11, 2026, -5.9% 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.