TSEM gamma max, delta neutral & open interest levels
As of close · rank #782 by open interest · snapshot page
TSEM closed 29.4% below its gamma max of 273.74. It is 3.3% above the delta neutral price of 204.55. Total open interest is 77,425, -1.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TSEM
Where is TSEM's gamma max today?
As of Sep 11, 2026, the gamma max for TSEM is 273.74, +29.4% from the 211.52 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 TSEM above or below its delta neutral price?
TSEM closed above delta neutral: 211.52 against a delta neutral price of 204.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSEM have?
77,425 contracts of open interest across 719 listed contracts on Sep 11, 2026, -1.8% 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.