KEY gamma max, delta neutral & open interest levels
As of close · rank #582 by open interest · 1,379 sessions of history since Dec 1, 2020
KEY closed 6.9% below its gamma max of 23.35. It is 4.1% above the delta neutral price of 20.93. Total open interest is 124,846, +0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 17th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | -1.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 22.58 vs 22.58 (-0.0%)
- closed above gamma max at 22.76 vs 22.09 (+3.0%)
- closed below gamma max at 22.39 vs 22.78 (-1.7%)
- closed above gamma max at 22.68 vs 22.61 (+0.4%)
- closed below gamma max at 21.80 vs 22.62 (-3.7%)
- closed above gamma max at 21.67 vs 21.18 (+2.3%)
- closed below gamma max at 21.57 vs 21.94 (-1.7%)
- closed above gamma max at 21.65 vs 21.65 (+0.0%)
- closed above delta neutral at 19.41 vs 19.12 (+1.5%)
- closed below delta neutral at 19.65 vs 19.73 (-0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about KEY
Where is KEY's gamma max today?
As of Sep 11, 2026, the gamma max for KEY is 23.35, +6.9% from the 21.84 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 KEY above or below its delta neutral price?
KEY closed above delta neutral: 21.84 against a delta neutral price of 20.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KEY have?
124,846 contracts of open interest across 196 listed contracts on Sep 11, 2026, +0.2% 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.