TSLQ gamma max, delta neutral & open interest levels
As of close · rank #1634 by open interest · snapshot page
TSLQ closed 13.2% below its gamma max of 20.84. It is 11.8% above the delta neutral price of 16.23. Total open interest is 19,875, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TSLQ
Where is TSLQ's gamma max today?
As of Sep 11, 2026, the gamma max for TSLQ is 20.84, +13.2% from the 18.41 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 TSLQ above or below its delta neutral price?
TSLQ closed above delta neutral: 18.41 against a delta neutral price of 16.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSLQ have?
19,875 contracts of open interest across 272 listed contracts on Sep 11, 2026, +0.8% 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.