DXC gamma max, delta neutral & open interest levels
As of close · rank #1598 by open interest · snapshot page
DXC closed 1.1% above its gamma max of 11.27. It is 18.2% above the delta neutral price of 9.32. Total open interest is 20,841, -0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DXC
Where is DXC's gamma max today?
As of Sep 11, 2026, the gamma max for DXC is 11.27, -1.1% from the 11.39 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 DXC above or below its delta neutral price?
DXC closed above delta neutral: 11.39 against a delta neutral price of 9.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DXC have?
20,841 contracts of open interest across 111 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.