GEL gamma max, delta neutral & open interest levels
As of close · rank #1793 by open interest · snapshot page
GEL closed 20.6% below its gamma max of 18.80. It is 6.2% below the delta neutral price of 16.56. Total open interest is 16,049, +18.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GEL
Where is GEL's gamma max today?
As of Sep 11, 2026, the gamma max for GEL is 18.80, +20.6% from the 15.59 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 GEL above or below its delta neutral price?
GEL closed below delta neutral: 15.59 against a delta neutral price of 16.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GEL have?
16,049 contracts of open interest across 32 listed contracts on Sep 11, 2026, +18.4% 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.