GEO gamma max, delta neutral & open interest levels
As of close · rank #403 by open interest · 1,379 sessions of history since Dec 1, 2020
GEO closed 0.4% below its gamma max of 31.61. It is 34.5% above the delta neutral price of 20.61. Total open interest is 217,639, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 24% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 61th |
| Open interest change, 5 sessions | +2.8% |
| Open interest change, 21 sessions | +4.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 32.28 vs 32.29 (-0.0%)
- closed above gamma max at 32.71 vs 32.40 (+0.9%)
- closed below gamma max at 30.14 vs 31.44 (-4.3%)
- closed above gamma max at 29.46 vs 26.48 (+10.1%)
- closed below gamma max at 29.62 vs 29.78 (-0.5%)
- closed above gamma max at 29.82 vs 29.12 (+2.3%)
- closed below gamma max at 29.78 vs 30.11 (-1.1%)
- closed above gamma max at 30.06 vs 29.71 (+1.2%)
- closed below gamma max at 29.03 vs 29.29 (-0.9%)
- closed above gamma max at 29.28 vs 27.59 (+5.8%)
In today's screens
Neighbours by open interest
Questions people ask about GEO
Where is GEO's gamma max today?
As of Sep 11, 2026, the gamma max for GEO is 31.61, +0.4% from the 31.49 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 GEO above or below its delta neutral price?
GEO closed above delta neutral: 31.49 against a delta neutral price of 20.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GEO have?
217,639 contracts of open interest across 306 listed contracts on Sep 11, 2026, +0.1% 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.