Data through close

DHT gamma max, delta neutral & open interest levels

As of close · rank #523 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
22.00
prev 21.43
Gamma max
20.75
-5.7% from close
Delta neutral
17.92
-18.6% from close
Gamma neutral
15.63
-29.0% from close
Open interest
150,004
+0.6% vs prev
Contracts listed
181
103 calls · 107 puts

DHT closed 5.7% above its gamma max of 20.75. It is 18.6% above the delta neutral price of 17.92. Total open interest is 150,004, +0.6% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max22%
Gamma max crosses44
Delta neutral crosses6
Open interest percentile (1y)84th
Open interest change, 5 sessions+31.5%
Open interest change, 21 sessions+34.7%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 20.87 vs 20.65 (+1.0%)
  2. closed below gamma max at 19.80 vs 19.92 (-0.6%)
  3. closed above gamma max at 19.99 vs 19.34 (+3.3%)
  4. closed below gamma max at 18.90 vs 19.12 (-1.2%)
  5. closed above gamma max at 19.20 vs 19.02 (+1.0%)
  6. closed above delta neutral at 16.54 vs 16.43 (+0.6%)
  7. closed below delta neutral at 16.53 vs 16.63 (-0.6%)
  8. closed below gamma max at 19.41 vs 19.63 (-1.2%)
  9. closed above gamma max at 19.78 vs 19.52 (+1.3%)
  10. closed below gamma max at 17.18 vs 17.96 (-4.6%)

In today's screens

Neighbours by open interest

Questions people ask about DHT

Where is DHT's gamma max today?

As of Sep 11, 2026, the gamma max for DHT is 20.75, -5.7% from the 22.00 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 DHT above or below its delta neutral price?

DHT closed above delta neutral: 22.00 against a delta neutral price of 17.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DHT have?

150,004 contracts of open interest across 181 listed contracts on Sep 11, 2026, +0.6% 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.