DAC gamma max, delta neutral & open interest levels
As of close · rank #1615 by open interest · snapshot page
DAC closed 1.5% above its gamma max of 156.93. It is 17.2% above the delta neutral price of 131.86. Total open interest is 20,286, +3.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DAC
Where is DAC's gamma max today?
As of Sep 11, 2026, the gamma max for DAC is 156.93, -1.5% from the 159.33 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 DAC above or below its delta neutral price?
DAC closed above delta neutral: 159.33 against a delta neutral price of 131.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DAC have?
20,286 contracts of open interest across 132 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.