TPR gamma max, delta neutral & open interest levels
As of close · rank #1083 by open interest · snapshot page
TPR closed 17.6% below its gamma max of 139.34. It is 0.3% above the delta neutral price of 118.16. Total open interest is 44,564, -1.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TPR
Where is TPR's gamma max today?
As of Sep 11, 2026, the gamma max for TPR is 139.34, +17.6% from the 118.49 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 TPR above or below its delta neutral price?
TPR closed above delta neutral: 118.49 against a delta neutral price of 118.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TPR have?
44,564 contracts of open interest across 588 listed contracts on Sep 11, 2026, -1.4% 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.