TTE gamma max, delta neutral & open interest levels
As of close · rank #929 by open interest · snapshot page
TTE closed 2.6% below its gamma max of 94.30. It is 6.1% above the delta neutral price of 86.30. Total open interest is 58,222, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TTE
Where is TTE's gamma max today?
As of Sep 11, 2026, the gamma max for TTE is 94.30, +2.6% from the 91.89 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 TTE above or below its delta neutral price?
TTE closed above delta neutral: 91.89 against a delta neutral price of 86.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TTE have?
58,222 contracts of open interest across 297 listed contracts on Sep 11, 2026, +0.1% 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.