GAU gamma max, delta neutral & open interest levels
As of close · rank #1817 by open interest · snapshot page
GAU closed 12.1% above its gamma max of 1.90. It is 22.1% above the delta neutral price of 1.68. Total open interest is 15,593, +3.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GAU
Where is GAU's gamma max today?
As of Sep 11, 2026, the gamma max for GAU is 1.90, -12.1% from the 2.16 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 GAU above or below its delta neutral price?
GAU closed above delta neutral: 2.16 against a delta neutral price of 1.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GAU have?
15,593 contracts of open interest across 37 listed contracts on Sep 11, 2026, +3.0% 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.