KDP gamma max, delta neutral & open interest levels
As of close · rank #773 by open interest · snapshot page
KDP closed 7.0% below its gamma max of 33.58. It is 6.5% above the delta neutral price of 29.34. Total open interest is 78,919, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about KDP
Where is KDP's gamma max today?
As of Sep 11, 2026, the gamma max for KDP is 33.58, +7.0% from the 31.39 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 KDP above or below its delta neutral price?
KDP closed above delta neutral: 31.39 against a delta neutral price of 29.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KDP have?
78,919 contracts of open interest across 222 listed contracts on Sep 11, 2026, +0.3% 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.