GEMI gamma max, delta neutral & open interest levels
As of close · rank #1038 by open interest · snapshot page
GEMI closed 17.7% below its gamma max of 5.25. It is 16.0% above the delta neutral price of 3.75. Total open interest is 47,363, -4.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GEMI
Where is GEMI's gamma max today?
As of Sep 11, 2026, the gamma max for GEMI is 5.25, +17.7% from the 4.46 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 GEMI above or below its delta neutral price?
GEMI closed above delta neutral: 4.46 against a delta neutral price of 3.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GEMI have?
47,363 contracts of open interest across 113 listed contracts on Sep 11, 2026, -4.3% 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.