TTD gamma max, delta neutral & open interest levels
As of close · rank #111 by open interest · 1,379 sessions of history since Dec 1, 2020
TTD closed 40.9% below its gamma max of 20.21. It is 0.1% below the delta neutral price of 14.35. Total open interest is 968,428, -4.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | -4.2% |
| Open interest change, 21 sessions | +1.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 14.34 vs 14.35 (-0.1%)
- closed above delta neutral at 13.97 vs 13.97 (+0.0%)
- closed below delta neutral at 13.88 vs 14.03 (-1.1%)
- closed below gamma max at 14.43 vs 16.12 (-11.7%)
- closed above gamma max at 15.09 vs 14.80 (+1.9%)
- closed above delta neutral at 14.55 vs 14.10 (+3.1%)
- closed below delta neutral at 17.67 vs 18.44 (-4.4%)
- closed above delta neutral at 19.34 vs 18.87 (+2.4%)
- closed below delta neutral at 18.28 vs 18.81 (-2.9%)
- closed above delta neutral at 19.09 vs 18.87 (+1.2%)
In today's screens
Neighbours by open interest
Questions people ask about TTD
Where is TTD's gamma max today?
As of Sep 11, 2026, the gamma max for TTD is 20.21, +40.9% from the 14.34 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 TTD above or below its delta neutral price?
TTD closed below delta neutral: 14.34 against a delta neutral price of 14.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TTD have?
968,428 contracts of open interest across 659 listed contracts on Sep 11, 2026, -4.8% 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.