KGC gamma max, delta neutral & open interest levels
As of close · rank #453 by open interest · 1,379 sessions of history since Dec 1, 2020
KGC closed 13.9% below its gamma max of 33.18. It is 14.0% above the delta neutral price of 25.05. Total open interest is 186,690, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 36 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 43th |
| Open interest change, 5 sessions | -0.9% |
| Open interest change, 21 sessions | -2.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 33.46 vs 34.16 (-2.1%)
- closed above gamma max at 32.75 vs 32.09 (+2.0%)
- closed above delta neutral at 23.41 vs 22.76 (+2.8%)
- closed below delta neutral at 22.92 vs 22.95 (-0.1%)
- closed above delta neutral at 24.20 vs 23.28 (+3.8%)
- closed below delta neutral at 23.06 vs 23.20 (-0.6%)
- closed above delta neutral at 23.44 vs 23.23 (+0.9%)
- closed below delta neutral at 23.78 vs 23.99 (-0.9%)
- closed above delta neutral at 24.00 vs 23.78 (+0.9%)
- closed below delta neutral at 23.68 vs 24.12 (-1.9%)
In today's screens
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Neighbours by open interest
Questions people ask about KGC
Where is KGC's gamma max today?
As of Sep 11, 2026, the gamma max for KGC is 33.18, +13.9% from the 29.13 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 KGC above or below its delta neutral price?
KGC closed above delta neutral: 29.13 against a delta neutral price of 25.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KGC have?
186,690 contracts of open interest across 475 listed contracts on Sep 11, 2026, -1.5% 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.