GLL gamma max, delta neutral & open interest levels
As of close · rank #1803 by open interest · snapshot page
GLL closed 17.6% above its gamma max of 18.78. It is 22.4% above the delta neutral price of 17.69. Total open interest is 15,836, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GLL
Where is GLL's gamma max today?
As of Sep 11, 2026, the gamma max for GLL is 18.78, -17.6% from the 22.79 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 GLL above or below its delta neutral price?
GLL closed above delta neutral: 22.79 against a delta neutral price of 17.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GLL have?
15,836 contracts of open interest across 111 listed contracts on Sep 11, 2026, +1.9% 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.