TSN gamma max, delta neutral & open interest levels
As of close · rank #1127 by open interest · snapshot page
TSN closed 16.5% below its gamma max of 61.73. It is 4.6% below the delta neutral price of 55.43. Total open interest is 41,405, +0.6% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about TSN
Where is TSN's gamma max today?
As of Sep 11, 2026, the gamma max for TSN is 61.73, +16.5% from the 52.98 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 TSN above or below its delta neutral price?
TSN closed below delta neutral: 52.98 against a delta neutral price of 55.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TSN have?
41,405 contracts of open interest across 254 listed contracts on Sep 11, 2026, +0.6% 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.