TSM gamma max, delta neutral & open interest levels
As of close · rank #57 by open interest · 1,379 sessions of history since Dec 1, 2020
TSM closed 9.9% below its gamma max of 476.17. It is 7.3% above the delta neutral price of 401.60. Total open interest is 1,876,803, -2.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 79th |
| Open interest change, 5 sessions | -1.9% |
| Open interest change, 21 sessions | -10.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 403.31 vs 383.09 (+5.0%)
- closed below delta neutral at 374.67 vs 382.43 (-2.1%)
- closed above delta neutral at 337.95 vs 318.02 (+5.9%)
- closed below delta neutral at 316.50 vs 317.62 (-0.4%)
- closed below gamma max at 288.11 vs 292.86 (-1.6%)
- closed above gamma max at 288.47 vs 288.08 (+0.1%)
- closed below gamma max at 280.71 vs 287.19 (-2.3%)
- closed above gamma max at 282.71 vs 281.07 (+0.6%)
- closed below gamma max at 258.91 vs 265.41 (-2.5%)
- closed above gamma max at 260.44 vs 258.75 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about TSM
Where is TSM's gamma max today?
As of Sep 11, 2026, the gamma max for TSM is 476.17, +9.9% from the 433.24 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 TSM above or below its delta neutral price?
TSM closed above delta neutral: 433.24 against a delta neutral price of 401.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSM have?
1,876,803 contracts of open interest across 1,802 listed contracts on Sep 11, 2026, -2.9% 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.