DOC gamma max, delta neutral & open interest levels
As of close · rank #1463 by open interest · snapshot page
DOC closed 0.3% below its gamma max of 20.37. It is 12.2% above the delta neutral price of 17.82. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 25,037, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DOC
Where is DOC's gamma max today?
As of Sep 11, 2026, the gamma max for DOC is 20.37, +0.3% from the 20.30 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 DOC above or below its delta neutral price?
DOC closed above delta neutral: 20.30 against a delta neutral price of 17.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DOC have?
25,037 contracts of open interest across 80 listed contracts on Sep 11, 2026, +0.2% 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.