Data through close

D gamma max, delta neutral & open interest levels

As of close · rank #758 by open interest · snapshot page

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Close
64.36
prev 65.05
Gamma max
69.88
+8.6% from close
Delta neutral
62.00
-3.7% from close
Gamma neutral
52.69
-18.1% from close
Open interest
81,527
+1.0% vs prev
Contracts listed
236
116 calls · 127 puts

D closed 8.6% below its gamma max of 69.88. It is 3.7% above the delta neutral price of 62.00. Total open interest is 81,527, +1.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about D

Where is D's gamma max today?

As of Sep 11, 2026, the gamma max for D is 69.88, +8.6% from the 64.36 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 D above or below its delta neutral price?

D closed above delta neutral: 64.36 against a delta neutral price of 62.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does D have?

81,527 contracts of open interest across 236 listed contracts on Sep 11, 2026, +1.0% 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.