GPCR gamma max, delta neutral & open interest levels
As of close · rank #1778 by open interest · snapshot page
GPCR closed 42.7% below its gamma max of 55.17. It is 14.3% above the delta neutral price of 33.14. Total open interest is 16,251, +1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GPCR
Where is GPCR's gamma max today?
As of Sep 11, 2026, the gamma max for GPCR is 55.17, +42.7% from the 38.66 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 GPCR above or below its delta neutral price?
GPCR closed above delta neutral: 38.66 against a delta neutral price of 33.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GPCR have?
16,251 contracts of open interest across 254 listed contracts on Sep 11, 2026, +1.1% 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.