GEV gamma max, delta neutral & open interest levels
As of close · rank #394 by open interest · 538 sessions of history since Apr 8, 2024
GEV closed 19.5% below its gamma max of 1,143.94. It is 4.2% above the delta neutral price of 916.89. Total open interest is 224,211, -3.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 91th |
| Open interest change, 5 sessions | -5.6% |
| Open interest change, 21 sessions | -1.4% |
| History available | Apr 8, 2024 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 921.94 vs 906.25 (+1.7%)
- closed below delta neutral at 898.23 vs 913.71 (-1.7%)
- closed above delta neutral at 981.98 vs 929.40 (+5.4%)
- closed below delta neutral at 900.28 vs 925.28 (-2.8%)
- closed above delta neutral at 906.79 vs 886.92 (+2.2%)
- closed below delta neutral at 867.09 vs 888.51 (-2.5%)
- closed below gamma max at 1,149.53 vs 1,162.33 (-1.1%)
- closed above gamma max at 1,127.56 vs 1,111.73 (+1.4%)
- closed below gamma max at 819.15 vs 827.33 (-1.0%)
- closed above gamma max at 802.13 vs 798.48 (+0.5%)
In today's screens
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Neighbours by open interest
Questions people ask about GEV
Where is GEV's gamma max today?
As of Sep 11, 2026, the gamma max for GEV is 1,143.94, +19.5% from the 957.27 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 GEV above or below its delta neutral price?
GEV closed above delta neutral: 957.27 against a delta neutral price of 916.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GEV have?
224,211 contracts of open interest across 2,637 listed contracts on Sep 11, 2026, -3.8% 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.