GMAB gamma max, delta neutral & open interest levels
As of close · rank #976 by open interest · snapshot page
GMAB closed 0.9% above its gamma max of 32.18. It is 21.1% above the delta neutral price of 25.62. Total open interest is 54,244, +1.6% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about GMAB
Where is GMAB's gamma max today?
As of Sep 11, 2026, the gamma max for GMAB is 32.18, -0.9% from the 32.47 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 GMAB above or below its delta neutral price?
GMAB closed above delta neutral: 32.47 against a delta neutral price of 25.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GMAB have?
54,244 contracts of open interest across 73 listed contracts on Sep 11, 2026, +1.6% 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.