TRIN gamma max, delta neutral & open interest levels
As of close · rank #1624 by open interest · snapshot page
TRIN closed 15.4% below its gamma max of 20.70. It is 0.3% below the delta neutral price of 17.99. Total open interest is 20,002, +1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TRIN
Where is TRIN's gamma max today?
As of Sep 11, 2026, the gamma max for TRIN is 20.70, +15.4% from the 17.93 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 TRIN above or below its delta neutral price?
TRIN closed below delta neutral: 17.93 against a delta neutral price of 17.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TRIN have?
20,002 contracts of open interest across 33 listed contracts on Sep 11, 2026, +1.5% 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.