GNRC gamma max, delta neutral & open interest levels
As of close · rank #989 by open interest · snapshot page
GNRC closed 15.4% below its gamma max of 215.82. It is 1.5% above the delta neutral price of 184.19. Total open interest is 52,595, -2.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GNRC
Where is GNRC's gamma max today?
As of Sep 11, 2026, the gamma max for GNRC is 215.82, +15.4% from the 186.99 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 GNRC above or below its delta neutral price?
GNRC closed above delta neutral: 186.99 against a delta neutral price of 184.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GNRC have?
52,595 contracts of open interest across 795 listed contracts on Sep 11, 2026, -2.9% 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.