JACK gamma max, delta neutral & open interest levels
As of close · rank #1393 by open interest · snapshot page
JACK closed 26.1% below its gamma max of 18.64. It is 3.4% above the delta neutral price of 14.28. Total open interest is 27,762, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about JACK
Where is JACK's gamma max today?
As of Sep 11, 2026, the gamma max for JACK is 18.64, +26.1% from the 14.78 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 JACK above or below its delta neutral price?
JACK closed above delta neutral: 14.78 against a delta neutral price of 14.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JACK have?
27,762 contracts of open interest across 146 listed contracts on Sep 11, 2026, +0.4% 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.