JELD gamma max, delta neutral & open interest levels
As of close · rank #1679 by open interest · snapshot page
JELD closed 16.1% below its gamma max of 2.39. It is 24.9% above the delta neutral price of 1.55. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 18,973, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about JELD
Where is JELD's gamma max today?
As of Sep 11, 2026, the gamma max for JELD is 2.39, +16.1% from the 2.06 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 JELD above or below its delta neutral price?
JELD closed above delta neutral: 2.06 against a delta neutral price of 1.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JELD have?
18,973 contracts of open interest across 54 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.