GFL gamma max, delta neutral & open interest levels
As of close · rank #799 by open interest · snapshot page
GFL closed 6.8% below its gamma max of 45.77. It is 14.8% above the delta neutral price of 36.49. Total open interest is 75,326, +4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GFL
Where is GFL's gamma max today?
As of Sep 11, 2026, the gamma max for GFL is 45.77, +6.8% from the 42.85 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 GFL above or below its delta neutral price?
GFL closed above delta neutral: 42.85 against a delta neutral price of 36.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GFL have?
75,326 contracts of open interest across 76 listed contracts on Sep 11, 2026, +4.4% 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.