TPB gamma max, delta neutral & open interest levels
As of close · rank #2117 by open interest · snapshot page
TPB closed 36.2% below its gamma max of 97.37. It is 2.2% above the delta neutral price of 69.95. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,525, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TPB
Where is TPB's gamma max today?
As of Sep 11, 2026, the gamma max for TPB is 97.37, +36.2% from the 71.51 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 TPB above or below its delta neutral price?
TPB closed above delta neutral: 71.51 against a delta neutral price of 69.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TPB have?
10,525 contracts of open interest across 135 listed contracts on Sep 11, 2026, -0.5% 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.