Data through close

GSAT gamma max, delta neutral & open interest levels

As of close · rank #648 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
82.48
prev 81.97
Gamma max
91.18
+10.6% from close
Delta neutral
78.07
-5.3% from close
Gamma neutral
71.55
-13.2% from close
Open interest
103,902
+2.1% vs prev
Contracts listed
258
189 calls · 133 puts

GSAT closed 10.6% below its gamma max of 91.18. It is 5.3% above the delta neutral price of 78.07. Total open interest is 103,902, +2.1% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max11%
Gamma max crosses16
Delta neutral crosses0
Open interest percentile (1y)88th
Open interest change, 5 sessions+5.2%
Open interest change, 21 sessions+8.9%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 80.53 vs 89.30 (-10.9%)
  2. closed above gamma max at 80.15 vs 80.00 (+0.2%)
  3. closed below gamma max at 80.02 vs 86.89 (-8.6%)
  4. closed above gamma max at 80.64 vs 80.00 (+0.8%)
  5. closed below gamma max at 64.65 vs 66.32 (-2.6%)
  6. closed above gamma max at 67.55 vs 65.59 (+2.9%)
  7. closed below gamma max at 63.70 vs 63.82 (-0.2%)
  8. closed above gamma max at 61.17 vs 61.04 (+0.2%)
  9. closed below gamma max at 60.12 vs 61.09 (-1.6%)
  10. closed above gamma max at 56.80 vs 55.82 (+1.7%)

In today's screens

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Neighbours by open interest

Questions people ask about GSAT

Where is GSAT's gamma max today?

As of Sep 11, 2026, the gamma max for GSAT is 91.18, +10.6% from the 82.48 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 GSAT above or below its delta neutral price?

GSAT closed above delta neutral: 82.48 against a delta neutral price of 78.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GSAT have?

103,902 contracts of open interest across 258 listed contracts on Sep 11, 2026, +2.1% 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.