TRVI gamma max, delta neutral & open interest levels
As of close · rank #1574 by open interest · snapshot page
TRVI closed 5.3% below its gamma max of 16.74. It is 30.4% above the delta neutral price of 11.07. Total open interest is 21,377, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TRVI
Where is TRVI's gamma max today?
As of Sep 11, 2026, the gamma max for TRVI is 16.74, +5.3% from the 15.90 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 TRVI above or below its delta neutral price?
TRVI closed above delta neutral: 15.90 against a delta neutral price of 11.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TRVI have?
21,377 contracts of open interest across 64 listed contracts on Sep 11, 2026, +0.0% 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.