DVY gamma max, delta neutral & open interest levels
As of close · rank #1723 by open interest · snapshot page
DVY closed 3.2% below its gamma max of 167.60. It is 2.3% above the delta neutral price of 158.65. Total open interest is 17,466, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DVY
Where is DVY's gamma max today?
As of Sep 11, 2026, the gamma max for DVY is 167.60, +3.2% from the 162.36 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 DVY above or below its delta neutral price?
DVY closed above delta neutral: 162.36 against a delta neutral price of 158.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DVY have?
17,466 contracts of open interest across 150 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.