Data through close

DVN gamma max, delta neutral & open interest levels

As of close · rank #222 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
50.23
prev 50.02
Gamma max
54.20
+7.9% from close
Delta neutral
45.75
-8.9% from close
Gamma neutral
47.02
-6.4% from close
Open interest
493,237
-1.5% vs prev
Contracts listed
435
280 calls · 252 puts

DVN closed 7.9% below its gamma max of 54.20. It is 8.9% above the delta neutral price of 45.75. Total open interest is 493,237, -1.5% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max11%
Gamma max crosses20
Delta neutral crosses13
Open interest percentile (1y)71th
Open interest change, 5 sessions+2.3%
Open interest change, 21 sessions-7.5%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 50.02 vs 53.37 (-6.7%)
  2. closed above gamma max at 48.98 vs 48.33 (+1.3%)
  3. closed below gamma max at 48.40 vs 48.63 (-0.5%)
  4. closed above gamma max at 48.51 vs 48.46 (+0.1%)
  5. closed below gamma max at 48.23 vs 48.86 (-1.3%)
  6. closed above gamma max at 49.10 vs 48.35 (+1.5%)
  7. closed below gamma max at 45.04 vs 47.71 (-5.9%)
  8. closed above gamma max at 45.29 vs 45.02 (+0.6%)
  9. closed below gamma max at 51.08 vs 51.74 (-1.3%)
  10. closed above gamma max at 51.29 vs 51.17 (+0.2%)

In today's screens

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Neighbours by open interest

Questions people ask about DVN

Where is DVN's gamma max today?

As of Sep 11, 2026, the gamma max for DVN is 54.20, +7.9% from the 50.23 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 DVN above or below its delta neutral price?

DVN closed above delta neutral: 50.23 against a delta neutral price of 45.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DVN have?

493,237 contracts of open interest across 435 listed contracts on Sep 11, 2026, -1.5% 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.