DFDV gamma max, delta neutral & open interest levels
As of close · rank #1027 by open interest · snapshot page
DFDV closed 1.8% above its gamma max of 4.99. It is 83.6% above the delta neutral price of 0.83. Total open interest is 48,929, +1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DFDV
Where is DFDV's gamma max today?
As of Sep 11, 2026, the gamma max for DFDV is 4.99, -1.8% from the 5.08 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 DFDV above or below its delta neutral price?
DFDV closed above delta neutral: 5.08 against a delta neutral price of 0.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DFDV have?
48,929 contracts of open interest across 67 listed contracts on Sep 11, 2026, +1.5% 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.