TRV gamma max, delta neutral & open interest levels
As of close · rank #1836 by open interest · snapshot page
TRV closed 4.2% below its gamma max of 390.95. It is 7.7% above the delta neutral price of 346.13. Total open interest is 15,296, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TRV
Where is TRV's gamma max today?
As of Sep 11, 2026, the gamma max for TRV is 390.95, +4.2% from the 375.20 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 TRV above or below its delta neutral price?
TRV closed above delta neutral: 375.20 against a delta neutral price of 346.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TRV have?
15,296 contracts of open interest across 275 listed contracts on Sep 11, 2026, +0.2% 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.