TTI gamma max, delta neutral & open interest levels
As of close · rank #2072 by open interest · snapshot page
TTI closed 2.4% below its gamma max of 6.97. It is 2.4% above the delta neutral price of 6.65. Total open interest is 11,101, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TTI
Where is TTI's gamma max today?
As of Sep 11, 2026, the gamma max for TTI is 6.97, +2.4% from the 6.81 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 TTI above or below its delta neutral price?
TTI closed above delta neutral: 6.81 against a delta neutral price of 6.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TTI have?
11,101 contracts of open interest across 74 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.