DNLI gamma max, delta neutral & open interest levels
As of close · rank #1916 by open interest · snapshot page
DNLI closed 36.8% below its gamma max of 28.84. It is 2.1% above the delta neutral price of 20.64. Total open interest is 13,683, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DNLI
Where is DNLI's gamma max today?
As of Sep 11, 2026, the gamma max for DNLI is 28.84, +36.8% from the 21.09 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 DNLI above or below its delta neutral price?
DNLI closed above delta neutral: 21.09 against a delta neutral price of 20.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DNLI have?
13,683 contracts of open interest across 55 listed contracts on Sep 11, 2026, +0.7% 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.