TS gamma max, delta neutral & open interest levels
As of close · rank #2074 by open interest · snapshot page
TS closed 8.9% below its gamma max of 62.52. It is 3.8% above the delta neutral price of 55.23. Total open interest is 11,089, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TS
Where is TS's gamma max today?
As of Sep 11, 2026, the gamma max for TS is 62.52, +8.9% from the 57.39 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 TS above or below its delta neutral price?
TS closed above delta neutral: 57.39 against a delta neutral price of 55.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TS have?
11,089 contracts of open interest across 110 listed contracts on Sep 11, 2026, +0.1% 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.