TSCO gamma max, delta neutral & open interest levels
As of close · rank #525 by open interest · 1,379 sessions of history since Dec 1, 2020
TSCO closed 7.2% below its gamma max of 35.39. It is 6.5% above the delta neutral price of 30.86. Total open interest is 149,601, -7.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 72th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | -7.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 36.17 vs 36.54 (-1.0%)
- closed above gamma max at 35.29 vs 35.24 (+0.1%)
- closed below gamma max at 34.56 vs 34.69 (-0.4%)
- closed above gamma max at 34.09 vs 34.03 (+0.2%)
- closed above delta neutral at 29.78 vs 29.16 (+2.1%)
- closed below delta neutral at 29.14 vs 29.44 (-1.0%)
- closed above delta neutral at 31.37 vs 30.67 (+2.2%)
- closed below delta neutral at 29.80 vs 30.78 (-3.3%)
- closed above delta neutral at 31.69 vs 31.58 (+0.4%)
- closed below delta neutral at 50.34 vs 50.55 (-0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about TSCO
Where is TSCO's gamma max today?
As of Sep 11, 2026, the gamma max for TSCO is 35.39, +7.2% from the 33.01 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 TSCO above or below its delta neutral price?
TSCO closed above delta neutral: 33.01 against a delta neutral price of 30.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSCO have?
149,601 contracts of open interest across 340 listed contracts on Sep 11, 2026, -7.4% 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.