DVA gamma max, delta neutral & open interest levels
As of close · rank #829 by open interest · snapshot page
DVA closed 4.3% below its gamma max of 189.27. It is right at the delta neutral price of 181.60. Total open interest is 70,616, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DVA
Where is DVA's gamma max today?
As of Sep 11, 2026, the gamma max for DVA is 189.27, +4.3% from the 181.55 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 DVA above or below its delta neutral price?
DVA closed below delta neutral: 181.55 against a delta neutral price of 181.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DVA have?
70,616 contracts of open interest across 412 listed contracts on Sep 11, 2026, +0.1% 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.