DEO gamma max, delta neutral & open interest levels
As of close · rank #1520 by open interest · snapshot page
DEO closed 8.6% below its gamma max of 94.11. It is 5.1% above the delta neutral price of 82.23. Total open interest is 22,859, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DEO
Where is DEO's gamma max today?
As of Sep 11, 2026, the gamma max for DEO is 94.11, +8.6% from the 86.63 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 DEO above or below its delta neutral price?
DEO closed above delta neutral: 86.63 against a delta neutral price of 82.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DEO have?
22,859 contracts of open interest across 141 listed contracts on Sep 11, 2026, +0.2% 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.