GRNY gamma max, delta neutral & open interest levels
As of close · rank #1682 by open interest · snapshot page
GRNY closed 3.1% below its gamma max of 28.64. It is 29.9% above the delta neutral price of 19.48. Total open interest is 18,923, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GRNY
Where is GRNY's gamma max today?
As of Sep 11, 2026, the gamma max for GRNY is 28.64, +3.1% from the 27.79 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 GRNY above or below its delta neutral price?
GRNY closed above delta neutral: 27.79 against a delta neutral price of 19.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GRNY have?
18,923 contracts of open interest across 146 listed contracts on Sep 11, 2026, +0.1% 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.