GRAB gamma max, delta neutral & open interest levels
As of close · rank #58 by open interest · 1,125 sessions of history since Dec 3, 2021
GRAB closed 27.8% below its gamma max of 3.90. It is 13.5% above the delta neutral price of 2.64. Total open interest is 1,866,291, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | +11.6% |
| Open interest change, 21 sessions | +21.6% |
| History available | Dec 3, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 3.68 vs 5.13 (-39.3%)
- closed above gamma max at 3.69 vs 3.50 (+5.1%)
- closed below gamma max at 3.63 vs 5.10 (-40.5%)
- closed above gamma max at 3.56 vs 3.50 (+1.7%)
- closed below gamma max at 3.66 vs 5.22 (-42.6%)
- closed above gamma max at 3.53 vs 3.50 (+0.8%)
- closed below gamma max at 5.78 vs 6.24 (-7.8%)
- closed above gamma max at 6.07 vs 6.06 (+0.2%)
- closed below gamma max at 5.94 vs 6.04 (-1.7%)
- closed above gamma max at 6.12 vs 6.07 (+0.8%)
In today's screens
Questions people ask about GRAB
Where is GRAB's gamma max today?
As of Sep 11, 2026, the gamma max for GRAB is 3.90, +27.8% from the 3.05 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 GRAB above or below its delta neutral price?
GRAB closed above delta neutral: 3.05 against a delta neutral price of 2.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GRAB have?
1,866,291 contracts of open interest across 221 listed contracts on Sep 11, 2026, +0.5% 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.