DUK gamma max, delta neutral & open interest levels
As of close · rank #712 by open interest · snapshot page
DUK closed 7.0% below its gamma max of 127.80. It is 0.1% above the delta neutral price of 119.30. Total open interest is 91,963, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DUK
Where is DUK's gamma max today?
As of Sep 11, 2026, the gamma max for DUK is 127.80, +7.0% from the 119.42 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 DUK above or below its delta neutral price?
DUK closed above delta neutral: 119.42 against a delta neutral price of 119.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DUK have?
91,963 contracts of open interest across 242 listed contracts on Sep 11, 2026, +0.4% 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.