TSLL gamma max, delta neutral & open interest levels
As of close · rank #130 by open interest · 949 sessions of history since Aug 11, 2022
TSLL closed 14.2% below its gamma max of 11.09. It is 19.6% above the delta neutral price of 7.81. Total open interest is 821,820, -9.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | -2.9% |
| Open interest change, 21 sessions | +9.5% |
| History available | Aug 11, 2022 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 9.15 vs 11.08 (-21.1%)
- closed above gamma max at 10.38 vs 10.30 (+0.7%)
- closed below gamma max at 9.03 vs 9.86 (-9.2%)
- closed above gamma max at 9.77 vs 9.73 (+0.4%)
- closed above delta neutral at 7.21 vs 6.55 (+9.1%)
- closed below delta neutral at 6.74 vs 6.94 (-3.0%)
- closed above delta neutral at 7.15 vs 7.15 (+0.0%)
- closed below delta neutral at 7.76 vs 9.40 (-21.1%)
- closed below gamma max at 15.96 vs 16.55 (-3.7%)
- closed above gamma max at 14.46 vs 14.42 (+0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about TSLL
Where is TSLL's gamma max today?
As of Sep 11, 2026, the gamma max for TSLL is 11.09, +14.2% from the 9.71 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 TSLL above or below its delta neutral price?
TSLL closed above delta neutral: 9.71 against a delta neutral price of 7.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSLL have?
821,820 contracts of open interest across 551 listed contracts on Sep 11, 2026, -9.6% 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.