KBE gamma max, delta neutral & open interest levels
As of close · rank #509 by open interest · 1,379 sessions of history since Dec 1, 2020
KBE closed 32.3% below its gamma max of 90.00. It is 11.9% below the delta neutral price of 76.15. Total open interest is 155,235, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 56th |
| Open interest change, 5 sessions | +0.3% |
| Open interest change, 21 sessions | +2.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 62.41 vs 65.43 (-4.8%)
- closed above gamma max at 62.66 vs 62.07 (+0.9%)
- closed below delta neutral at 57.68 vs 61.21 (-6.1%)
- closed above delta neutral at 56.70 vs 56.66 (+0.1%)
- closed below delta neutral at 57.15 vs 57.35 (-0.4%)
- closed above delta neutral at 56.83 vs 56.51 (+0.6%)
- closed below delta neutral at 56.48 vs 56.60 (-0.2%)
- closed above delta neutral at 57.80 vs 57.10 (+1.2%)
- closed below delta neutral at 56.91 vs 57.01 (-0.2%)
- closed above delta neutral at 57.04 vs 56.66 (+0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about KBE
Where is KBE's gamma max today?
As of Sep 11, 2026, the gamma max for KBE is 90.00, +32.3% from the 68.04 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 KBE above or below its delta neutral price?
KBE closed below delta neutral: 68.04 against a delta neutral price of 76.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KBE have?
155,235 contracts of open interest across 214 listed contracts on Sep 11, 2026, +0.0% 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.