TU gamma max, delta neutral & open interest levels
As of close · rank #1983 by open interest · snapshot page
TU closed 14.0% below its gamma max of 10.38. It is 2.8% below the delta neutral price of 9.36. Total open interest is 12,528, -1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TU
Where is TU's gamma max today?
As of Sep 11, 2026, the gamma max for TU is 10.38, +14.0% from the 9.10 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 TU above or below its delta neutral price?
TU closed below delta neutral: 9.10 against a delta neutral price of 9.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TU have?
12,528 contracts of open interest across 36 listed contracts on Sep 11, 2026, -1.6% 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.