TTWO gamma max, delta neutral & open interest levels
As of close · rank #307 by open interest · 1,379 sessions of history since Dec 1, 2020
TTWO closed 23.1% below its gamma max of 265.31. It is 0.6% below the delta neutral price of 216.71. Total open interest is 316,357, -3.9% 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 | 15 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | -4.4% |
| Open interest change, 21 sessions | +26.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 215.47 vs 216.71 (-0.6%)
- closed above delta neutral at 216.96 vs 216.00 (+0.4%)
- closed below delta neutral at 216.68 vs 218.74 (-1.0%)
- closed below gamma max at 242.44 vs 270.84 (-11.7%)
- closed above gamma max at 242.41 vs 239.47 (+1.2%)
- closed above delta neutral at 201.36 vs 200.06 (+0.6%)
- closed below delta neutral at 198.05 vs 198.84 (-0.4%)
- closed above delta neutral at 202.13 vs 199.99 (+1.1%)
- closed below delta neutral at 209.08 vs 212.03 (-1.4%)
- closed above delta neutral at 214.63 vs 213.67 (+0.4%)
In today's screens
Neighbours by open interest
Questions people ask about TTWO
Where is TTWO's gamma max today?
As of Sep 11, 2026, the gamma max for TTWO is 265.31, +23.1% from the 215.47 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 TTWO above or below its delta neutral price?
TTWO closed below delta neutral: 215.47 against a delta neutral price of 216.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TTWO have?
316,357 contracts of open interest across 792 listed contracts on Sep 11, 2026, -3.9% 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.