DAVE gamma max, delta neutral & open interest levels
As of close · rank #1522 by open interest · snapshot page
DAVE closed 66.0% above its gamma max of 119.18. It is 18.1% above the delta neutral price of 287.36. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 22,787, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DAVE
Where is DAVE's gamma max today?
As of Sep 11, 2026, the gamma max for DAVE is 119.18, -66.0% from the 350.71 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 DAVE above or below its delta neutral price?
DAVE closed above delta neutral: 350.71 against a delta neutral price of 287.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DAVE have?
22,787 contracts of open interest across 793 listed contracts on Sep 11, 2026, +0.1% 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.