GSL gamma max, delta neutral & open interest levels
As of close · rank #2049 by open interest · snapshot page
GSL closed 0.7% below its gamma max of 46.16. It is 8.2% above the delta neutral price of 42.07. Total open interest is 11,398, +2.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GSL
Where is GSL's gamma max today?
As of Sep 11, 2026, the gamma max for GSL is 46.16, +0.7% from the 45.82 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 GSL above or below its delta neutral price?
GSL closed above delta neutral: 45.82 against a delta neutral price of 42.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GSL have?
11,398 contracts of open interest across 106 listed contracts on Sep 11, 2026, +2.2% 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.