DPRO gamma max, delta neutral & open interest levels
As of close · rank #444 by open interest · 969 sessions of history since Sep 15, 2021
DPRO closed 1.8% below its gamma max of 5.71. It is 44.9% above the delta neutral price of 3.09. Total open interest is 191,677, -3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 40% |
| Gamma max crosses | 25 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +48.6% |
| Open interest change, 21 sessions | +249.2% |
| History available | Sep 15, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 5.47 vs 5.70 (-4.2%)
- closed above gamma max at 5.42 vs 5.00 (+7.7%)
- closed below gamma max at 4.79 vs 5.80 (-21.0%)
- closed above gamma max at 4.86 vs 4.84 (+0.4%)
- closed below gamma max at 7.13 vs 7.21 (-1.1%)
- closed above gamma max at 6.24 vs 6.03 (+3.4%)
- closed below gamma max at 5.28 vs 5.31 (-0.6%)
- closed above gamma max at 5.30 vs 5.15 (+2.9%)
- closed below gamma max at 5.68 vs 5.69 (-0.2%)
- closed above gamma max at 5.94 vs 5.29 (+10.9%)
In today's screens
Neighbours by open interest
Questions people ask about DPRO
Where is DPRO's gamma max today?
As of Sep 11, 2026, the gamma max for DPRO is 5.71, +1.8% from the 5.61 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 DPRO above or below its delta neutral price?
DPRO closed above delta neutral: 5.61 against a delta neutral price of 3.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DPRO have?
191,677 contracts of open interest across 92 listed contracts on Sep 11, 2026, -3.2% 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.