TWLO gamma max, delta neutral & open interest levels
As of close · rank #797 by open interest · snapshot page
TWLO closed 11.0% below its gamma max of 252.42. It is 21.4% above the delta neutral price of 178.63. Total open interest is 75,807, -9.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about TWLO
Where is TWLO's gamma max today?
As of Sep 11, 2026, the gamma max for TWLO is 252.42, +11.0% from the 227.35 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 TWLO above or below its delta neutral price?
TWLO closed above delta neutral: 227.35 against a delta neutral price of 178.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TWLO have?
75,807 contracts of open interest across 934 listed contracts on Sep 11, 2026, -9.2% 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.