Data through close

GPC gamma max, delta neutral & open interest levels

As of close · rank #2143 by open interest · snapshot page

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Close
133.68
prev 134.16
Gamma max
135.84
+1.6% from close
Delta neutral
112.87
-15.6% from close
Gamma neutral
89.07
-33.4% from close
Open interest
10,099
-0.2% vs prev
Contracts listed
229
130 calls · 103 puts

GPC closed 1.6% below its gamma max of 135.84. It is 15.6% above the delta neutral price of 112.87. Total open interest is 10,099, -0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about GPC

Where is GPC's gamma max today?

As of Sep 11, 2026, the gamma max for GPC is 135.84, +1.6% from the 133.68 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 GPC above or below its delta neutral price?

GPC closed above delta neutral: 133.68 against a delta neutral price of 112.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GPC have?

10,099 contracts of open interest across 229 listed contracts on Sep 11, 2026, -0.2% 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.