GPRE gamma max, delta neutral & open interest levels
As of close · rank #917 by open interest · snapshot page
GPRE closed 0.8% below its gamma max of 15.02. It is 45.8% above the delta neutral price of 8.08. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 60,565, -4.3% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about GPRE
Where is GPRE's gamma max today?
As of Sep 11, 2026, the gamma max for GPRE is 15.02, +0.8% from the 14.90 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 GPRE above or below its delta neutral price?
GPRE closed above delta neutral: 14.90 against a delta neutral price of 8.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GPRE have?
60,565 contracts of open interest across 131 listed contracts on Sep 11, 2026, -4.3% 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.