TT gamma max, delta neutral & open interest levels
As of close · rank #1824 by open interest · snapshot page
TT closed 11.8% below its gamma max of 494.80. It is 3.2% below the delta neutral price of 456.56. Total open interest is 15,523, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TT
Where is TT's gamma max today?
As of Sep 11, 2026, the gamma max for TT is 494.80, +11.8% from the 442.52 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 TT above or below its delta neutral price?
TT closed below delta neutral: 442.52 against a delta neutral price of 456.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TT have?
15,523 contracts of open interest across 307 listed contracts on Sep 11, 2026, -0.5% 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.