Data through close

DXCM gamma max, delta neutral & open interest levels

As of close · rank #718 by open interest · snapshot page

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Close
83.03
prev 84.51
Gamma max
94.96
+14.4% from close
Delta neutral
78.33
-5.7% from close
Gamma neutral
83.03
0.0% from close
Open interest
90,533
-4.1% vs prev
Contracts listed
402
234 calls · 171 puts

DXCM closed 14.4% below its gamma max of 94.96. It is 5.7% above the delta neutral price of 78.33. Total open interest is 90,533, -4.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about DXCM

Where is DXCM's gamma max today?

As of Sep 11, 2026, the gamma max for DXCM is 94.96, +14.4% from the 83.03 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 DXCM above or below its delta neutral price?

DXCM closed above delta neutral: 83.03 against a delta neutral price of 78.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DXCM have?

90,533 contracts of open interest across 402 listed contracts on Sep 11, 2026, -4.1% 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.