DGX gamma max, delta neutral & open interest levels
As of close · rank #2085 by open interest · snapshot page
DGX closed 14.5% below its gamma max of 269.04. It is 1.7% below the delta neutral price of 239.05. Total open interest is 10,888, +21.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DGX
Where is DGX's gamma max today?
As of Sep 11, 2026, the gamma max for DGX is 269.04, +14.5% from the 235.02 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 DGX above or below its delta neutral price?
DGX closed below delta neutral: 235.02 against a delta neutral price of 239.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DGX have?
10,888 contracts of open interest across 88 listed contracts on Sep 11, 2026, +21.3% 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.