TSLA gamma max, delta neutral & open interest levels
As of close · rank #16 by open interest · 1,379 sessions of history since Dec 1, 2020
TSLA closed 11.6% below its gamma max of 407.94. It is 7.8% above the delta neutral price of 337.11. Total open interest is 5,503,201, -7.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 9th |
| Open interest change, 5 sessions | -5.6% |
| Open interest change, 21 sessions | -2.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 322.08 vs 316.23 (+1.8%)
- closed below delta neutral at 319.69 vs 346.47 (-8.4%)
- closed above delta neutral at 349.00 vs 347.02 (+0.6%)
- closed below delta neutral at 346.65 vs 348.78 (-0.6%)
- closed below gamma max at 410.04 vs 411.23 (-0.3%)
- closed above gamma max at 395.94 vs 395.10 (+0.2%)
- closed above delta neutral at 237.97 vs 235.52 (+1.0%)
- closed below delta neutral at 227.50 vs 236.11 (-3.8%)
- closed above delta neutral at 241.38 vs 239.69 (+0.7%)
- closed below delta neutral at 241.55 vs 243.57 (-0.8%)
In today's screens
Neighbours by open interest
Questions people ask about TSLA
Where is TSLA's gamma max today?
As of Sep 11, 2026, the gamma max for TSLA is 407.94, +11.6% from the 365.44 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 TSLA above or below its delta neutral price?
TSLA closed above delta neutral: 365.44 against a delta neutral price of 337.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSLA have?
5,503,201 contracts of open interest across 3,727 listed contracts on Sep 11, 2026, -7.0% 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.