GEN gamma max, delta neutral & open interest levels
As of close · rank #1054 by open interest · snapshot page
GEN closed 0.7% above its gamma max of 30.05. It is 15.1% above the delta neutral price of 25.68. Total open interest is 46,358, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GEN
Where is GEN's gamma max today?
As of Sep 11, 2026, the gamma max for GEN is 30.05, -0.7% from the 30.26 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 GEN above or below its delta neutral price?
GEN closed above delta neutral: 30.26 against a delta neutral price of 25.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GEN have?
46,358 contracts of open interest across 172 listed contracts on Sep 11, 2026, +0.2% 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.