GRPN gamma max, delta neutral & open interest levels
As of close · rank #532 by open interest · 1,379 sessions of history since Dec 1, 2020
GRPN closed 7.8% below its gamma max of 20.19. It is 23.2% above the delta neutral price of 14.38. Total open interest is 144,811, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 16% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | +4.3% |
| Open interest change, 21 sessions | -4.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.49 vs 27.55 (-0.2%)
- closed above gamma max at 27.83 vs 19.04 (+31.6%)
- closed below gamma max at 28.58 vs 29.81 (-4.3%)
- closed above gamma max at 25.60 vs 24.15 (+5.6%)
- closed below gamma max at 23.54 vs 24.16 (-2.6%)
- closed above gamma max at 22.95 vs 19.22 (+16.2%)
- closed below gamma max at 18.91 vs 19.01 (-0.5%)
- closed above gamma max at 17.46 vs 15.63 (+10.5%)
- closed below gamma max at 17.16 vs 18.57 (-8.2%)
- closed above gamma max at 18.38 vs 18.14 (+1.3%)
In today's screens
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Neighbours by open interest
Questions people ask about GRPN
Where is GRPN's gamma max today?
As of Sep 11, 2026, the gamma max for GRPN is 20.19, +7.8% from the 18.73 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 GRPN above or below its delta neutral price?
GRPN closed above delta neutral: 18.73 against a delta neutral price of 14.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GRPN have?
144,811 contracts of open interest across 307 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.