GRRR gamma max, delta neutral & open interest levels
As of close · rank #567 by open interest · 668 sessions of history since Jul 19, 2023
GRRR closed 48.7% below its gamma max of 20.21. It is 0.1% above the delta neutral price of 13.58. Total open interest is 130,026, -2.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +3.9% |
| Open interest change, 21 sessions | +4.8% |
| History available | Jul 19, 2023 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 18.51 vs 19.88 (-7.4%)
- closed above gamma max at 19.88 vs 19.67 (+1.1%)
- closed below gamma max at 16.92 vs 18.62 (-10.1%)
- closed above gamma max at 17.14 vs 17.13 (+0.1%)
- closed below gamma max at 18.31 vs 20.49 (-11.9%)
- closed above gamma max at 20.48 vs 16.18 (+21.0%)
- closed below gamma max at 17.74 vs 17.86 (-0.7%)
- closed above gamma max at 14.53 vs 0.83 (+94.3%)
- closed below gamma max at 12.99 vs 13.22 (-1.8%)
- closed above gamma max at 13.15 vs 10.75 (+18.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about GRRR
Where is GRRR's gamma max today?
As of Sep 11, 2026, the gamma max for GRRR is 20.21, +48.7% from the 13.59 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 GRRR above or below its delta neutral price?
GRRR closed above delta neutral: 13.59 against a delta neutral price of 13.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GRRR have?
130,026 contracts of open interest across 264 listed contracts on Sep 11, 2026, -2.0% 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.