GCO gamma max, delta neutral & open interest levels
As of close · rank #1654 by open interest · snapshot page
GCO closed 0.7% below its gamma max of 35.36. It is 11.9% above the delta neutral price of 30.94. Total open interest is 19,440, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GCO
Where is GCO's gamma max today?
As of Sep 11, 2026, the gamma max for GCO is 35.36, +0.7% from the 35.12 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 GCO above or below its delta neutral price?
GCO closed above delta neutral: 35.12 against a delta neutral price of 30.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GCO have?
19,440 contracts of open interest across 41 listed contracts on Sep 11, 2026, -0.0% 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.