GPN gamma max, delta neutral & open interest levels
As of close · rank #724 by open interest · snapshot page
GPN closed 4.4% below its gamma max of 92.19. It is 14.5% above the delta neutral price of 75.52. Total open interest is 88,651, -1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GPN
Where is GPN's gamma max today?
As of Sep 11, 2026, the gamma max for GPN is 92.19, +4.4% from the 88.29 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 GPN above or below its delta neutral price?
GPN closed above delta neutral: 88.29 against a delta neutral price of 75.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GPN have?
88,651 contracts of open interest across 382 listed contracts on Sep 11, 2026, -1.2% 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.