GRAL gamma max, delta neutral & open interest levels
As of close · rank #1267 by open interest · snapshot page
GRAL closed 16.3% below its gamma max of 88.63. It is 20.0% above the delta neutral price of 60.97. Total open interest is 33,788, +0.8% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about GRAL
Where is GRAL's gamma max today?
As of Sep 11, 2026, the gamma max for GRAL is 88.63, +16.3% from the 76.23 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 GRAL above or below its delta neutral price?
GRAL closed above delta neutral: 76.23 against a delta neutral price of 60.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GRAL have?
33,788 contracts of open interest across 209 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.