Data through close

GEHC gamma max, delta neutral & open interest levels

As of close · rank #851 by open interest · snapshot page

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Close
63.93
prev 64.24
Gamma max
75.44
+18.0% from close
Delta neutral
65.70
+2.8% from close
Gamma neutral
64.68
+1.2% from close
Open interest
68,465
-2.3% vs prev
Contracts listed
512
287 calls · 227 puts

GEHC closed 18.0% below its gamma max of 75.44. It is 2.8% below the delta neutral price of 65.70. Total open interest is 68,465, -2.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about GEHC

Where is GEHC's gamma max today?

As of Sep 11, 2026, the gamma max for GEHC is 75.44, +18.0% from the 63.93 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 GEHC above or below its delta neutral price?

GEHC closed below delta neutral: 63.93 against a delta neutral price of 65.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GEHC have?

68,465 contracts of open interest across 512 listed contracts on Sep 11, 2026, -2.3% 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.