DY gamma max, delta neutral & open interest levels
As of close · rank #1747 by open interest · snapshot page
DY closed 13.2% below its gamma max of 347.91. It is 3.9% above the delta neutral price of 295.63. Total open interest is 17,078, +2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about DY
Where is DY's gamma max today?
As of Sep 11, 2026, the gamma max for DY is 347.91, +13.2% from the 307.47 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 DY above or below its delta neutral price?
DY closed above delta neutral: 307.47 against a delta neutral price of 295.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DY have?
17,078 contracts of open interest across 314 listed contracts on Sep 11, 2026, +2.1% 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.