DLO gamma max, delta neutral & open interest levels
As of close · rank #385 by open interest · 1,235 sessions of history since Jun 28, 2021
DLO closed 2.2% below its gamma max of 15.19. It is 36.1% above the delta neutral price of 9.49. Total open interest is 230,184, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 74th |
| Open interest change, 5 sessions | +1.6% |
| Open interest change, 21 sessions | -25.1% |
| History available | Jun 28, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 14.95 vs 15.12 (-1.1%)
- closed above gamma max at 15.57 vs 14.91 (+4.2%)
- closed below gamma max at 14.83 vs 14.85 (-0.1%)
- closed above gamma max at 14.30 vs 14.05 (+1.8%)
- closed below gamma max at 14.17 vs 15.03 (-6.1%)
- closed above gamma max at 14.76 vs 14.58 (+1.2%)
- closed below gamma max at 14.40 vs 14.57 (-1.2%)
- closed above gamma max at 14.49 vs 14.27 (+1.5%)
- closed below gamma max at 14.08 vs 14.30 (-1.5%)
- closed above gamma max at 14.88 vs 14.30 (+3.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about DLO
Where is DLO's gamma max today?
As of Sep 11, 2026, the gamma max for DLO is 15.19, +2.2% from the 14.86 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 DLO above or below its delta neutral price?
DLO closed above delta neutral: 14.86 against a delta neutral price of 9.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DLO have?
230,184 contracts of open interest across 200 listed contracts on Sep 11, 2026, +0.5% 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.