GSK gamma max, delta neutral & open interest levels
As of close · rank #952 by open interest · snapshot page
GSK closed 13.1% below its gamma max of 54.45. It is 0.1% below the delta neutral price of 48.16. Total open interest is 56,513, -1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GSK
Where is GSK's gamma max today?
As of Sep 11, 2026, the gamma max for GSK is 54.45, +13.1% from the 48.13 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 GSK above or below its delta neutral price?
GSK closed below delta neutral: 48.13 against a delta neutral price of 48.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GSK have?
56,513 contracts of open interest across 205 listed contracts on Sep 11, 2026, -1.6% 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.