KBR gamma max, delta neutral & open interest levels
As of close · rank #1438 by open interest · snapshot page
KBR closed 2.4% below its gamma max of 37.46. It is 3.0% above the delta neutral price of 35.49. Total open interest is 25,791, -9.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about KBR
Where is KBR's gamma max today?
As of Sep 11, 2026, the gamma max for KBR is 37.46, +2.4% from the 36.59 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 KBR above or below its delta neutral price?
KBR closed above delta neutral: 36.59 against a delta neutral price of 35.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KBR have?
25,791 contracts of open interest across 93 listed contracts on Sep 11, 2026, -9.3% 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.