TXN gamma max, delta neutral & open interest levels
As of close · rank #368 by open interest · 1,379 sessions of history since Dec 1, 2020
TXN closed 13.1% below its gamma max of 303.81. It is 3.8% above the delta neutral price of 258.58. Total open interest is 240,916, -3.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 38th |
| Open interest change, 5 sessions | -3.6% |
| Open interest change, 21 sessions | -10.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 258.44 vs 254.75 (+1.4%)
- closed below delta neutral at 253.83 vs 255.39 (-0.6%)
- closed above delta neutral at 254.80 vs 254.50 (+0.1%)
- closed below delta neutral at 253.34 vs 255.73 (-0.9%)
- closed below gamma max at 317.45 vs 317.69 (-0.1%)
- closed above gamma max at 324.89 vs 322.23 (+0.8%)
- closed below gamma max at 303.26 vs 305.15 (-0.6%)
- closed above gamma max at 306.57 vs 301.09 (+1.8%)
- closed below gamma max at 295.28 vs 296.22 (-0.3%)
- closed above gamma max at 297.92 vs 295.68 (+0.8%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about TXN
Where is TXN's gamma max today?
As of Sep 11, 2026, the gamma max for TXN is 303.81, +13.1% from the 268.70 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 TXN above or below its delta neutral price?
TXN closed above delta neutral: 268.70 against a delta neutral price of 258.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does TXN have?
240,916 contracts of open interest across 1,060 listed contracts on Sep 11, 2026, -3.0% 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.