GBTC gamma max, delta neutral & open interest levels
As of close · rank #942 by open interest · snapshot page
GBTC closed 5.6% above its gamma max of 56.42. It is 32.4% above the delta neutral price of 40.40. Total open interest is 57,257, -2.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GBTC
Where is GBTC's gamma max today?
As of Sep 11, 2026, the gamma max for GBTC is 56.42, -5.6% from the 59.77 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 GBTC above or below its delta neutral price?
GBTC closed above delta neutral: 59.77 against a delta neutral price of 40.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GBTC have?
57,257 contracts of open interest across 428 listed contracts on Sep 11, 2026, -2.2% 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.