Data through close

KEYS gamma max, delta neutral & open interest levels

As of close · rank #1669 by open interest · snapshot page

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Close
338.64
prev 325.65
Gamma max
343.37
+1.4% from close
Delta neutral
307.51
-9.2% from close
Gamma neutral
307.79
-9.1% from close
Open interest
19,165
+2.8% vs prev
Contracts listed
347
207 calls · 160 puts

KEYS closed 1.4% below its gamma max of 343.37. It is 9.2% above the delta neutral price of 307.51. Total open interest is 19,165, +2.8% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about KEYS

Where is KEYS's gamma max today?

As of Sep 11, 2026, the gamma max for KEYS is 343.37, +1.4% from the 338.64 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 KEYS above or below its delta neutral price?

KEYS closed above delta neutral: 338.64 against a delta neutral price of 307.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KEYS have?

19,165 contracts of open interest across 347 listed contracts on Sep 11, 2026, +2.8% 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.