GPRO gamma max, delta neutral & open interest levels
As of close · rank #154 by open interest · 1,379 sessions of history since Dec 1, 2020
GPRO closed 54.0% below its gamma max of 2.13. It is 8.6% above the delta neutral price of 1.26. Total open interest is 710,520, +0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 77% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +45.3% |
| Open interest change, 21 sessions | +329.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 1.46 vs 2.28 (-56.7%)
- closed above gamma max at 1.28 vs 0.50 (+60.9%)
- closed below gamma max at 1.20 vs 1.42 (-18.7%)
- closed above gamma max at 1.12 vs 0.99 (+11.3%)
- closed below gamma max at 0.88 vs 0.90 (-2.6%)
- closed above gamma max at 0.93 vs 0.92 (+1.9%)
- closed below gamma max at 0.66 vs 0.70 (-5.7%)
- closed above gamma max at 0.63 vs 0.61 (+1.7%)
- closed below gamma max at 0.76 vs 0.82 (-8.5%)
- closed above gamma max at 1.08 vs 0.98 (+9.3%)
In today's screens
Neighbours by open interest
Questions people ask about GPRO
Where is GPRO's gamma max today?
As of Sep 11, 2026, the gamma max for GPRO is 2.13, +54.0% from the 1.38 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 GPRO above or below its delta neutral price?
GPRO closed above delta neutral: 1.38 against a delta neutral price of 1.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GPRO have?
710,520 contracts of open interest across 66 listed contracts on Sep 11, 2026, +0.8% 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.