GXO gamma max, delta neutral & open interest levels
As of close · rank #1014 by open interest · snapshot page
GXO closed 8.5% below its gamma max of 49.72. It is 12.1% above the delta neutral price of 40.31. Total open interest is 49,779, +15.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GXO
Where is GXO's gamma max today?
As of Sep 11, 2026, the gamma max for GXO is 49.72, +8.5% from the 45.84 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 GXO above or below its delta neutral price?
GXO closed above delta neutral: 45.84 against a delta neutral price of 40.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GXO have?
49,779 contracts of open interest across 164 listed contracts on Sep 11, 2026, +15.6% 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.