KC gamma max, delta neutral & open interest levels
As of close · rank #1278 by open interest · snapshot page
KC closed 32.4% below its gamma max of 13.18. It is 11.0% below the delta neutral price of 11.05. Total open interest is 33,124, +43.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about KC
Where is KC's gamma max today?
As of Sep 11, 2026, the gamma max for KC is 13.18, +32.4% from the 9.96 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 KC above or below its delta neutral price?
KC closed below delta neutral: 9.96 against a delta neutral price of 11.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KC have?
33,124 contracts of open interest across 87 listed contracts on Sep 11, 2026, +43.9% 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.